+55.3%
ON vs REGN
+41.3%
+14.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.5% | +10.0% | +8.6% |
| 7D | +2.4% | -5.6% | +8.0% | +2.6% |
| 30D | -8.6% | -2.0% | -6.7% | -8.6% |
| 3M | -34.3% | +28.0% | -62.3% | -35.6% |
| 6M | +28.5% | +1.2% | +27.4% | +30.3% |
| YTD | +40.6% | +1.6% | +39.0% | +42.6% |
| 1Y | +55.3% | +38.2% | +17.1% | +63.7% |
| All | +55.3% | +41.3% | +14.0% | +63.7% |
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