+629.3%
ON vs REGN
+105.3%
+524.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +9.0% |
| 7D | +2.4% | -5.6% | +8.0% | +4.3% |
| 30D | -8.6% | -2.0% | -6.7% | -8.2% |
| 3M | -34.3% | +28.0% | -62.3% | -40.2% |
| 6M | +28.5% | +1.2% | +27.4% | +26.7% |
| YTD | +40.6% | +1.6% | +39.0% | +38.4% |
| 1Y | +55.3% | +38.2% | +17.1% | +35.5% |
| 3Y | -22.2% | -5.4% | -16.8% | -23.4% |
| 5Y | +62.4% | +21.3% | +41.1% | +44.4% |
| All | +629.3% | +105.3% | +524.0% | +443.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling