-24.1%
NU vs REGN
+45.3%
-69.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.4% | +7.7% | +3.9% |
| 7D | +0.2% | +14.4% | -14.3% | -2.5% |
| 30D | -21.0% | +28.1% | -49.1% | -25.4% |
| 3M | -16.3% | +22.5% | -38.8% | -19.6% |
| 6M | -15.3% | +31.6% | -46.9% | -20.3% |
| YTD | -28.4% | +21.0% | -49.4% | -31.5% |
| 1Y | -24.1% | +49.0% | -73.1% | -26.5% |
| All | -24.1% | +45.3% | -69.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling