+5,237.2%
O vs REGN
+18,202.8%
-12,965.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | -3.5% | -6.0% | +2.4% | -3.0% |
| 30D | -3.3% | -0.4% | -3.0% | -3.3% |
| 3M | -2.8% | +32.0% | -34.8% | -5.2% |
| 6M | -5.8% | +3.0% | -8.8% | -6.2% |
| YTD | +9.4% | +3.2% | +6.2% | +8.8% |
| 1Y | +5.7% | +43.4% | -37.8% | +2.0% |
| 3Y | +27.2% | -3.6% | +30.8% | +26.2% |
| 5Y | +17.2% | +23.1% | -5.9% | +13.2% |
| 10Y | +53.9% | +108.3% | -54.4% | +39.5% |
| All | +5,237.2% | +18,202.8% | -12,965.5% | +3,289.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling