+192.4%
ON vs REGN
+2,591.6%
-2,399.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.7% |
| 7D | -4.7% | -6.0% | +1.2% | -3.1% |
| 30D | -13.5% | -0.4% | -13.1% | -13.5% |
| 3M | -36.3% | +32.0% | -68.3% | -41.3% |
| 6M | +17.8% | +3.0% | +14.7% | +15.8% |
| YTD | +29.6% | +3.2% | +26.4% | +27.4% |
| 1Y | +45.8% | +43.4% | +2.3% | +29.9% |
| 3Y | -28.3% | -3.6% | -24.7% | -29.4% |
| 5Y | +49.6% | +23.1% | +26.5% | +36.4% |
| 10Y | +583.9% | +108.3% | +475.6% | +420.3% |
| All | +192.4% | +2,591.6% | -2,399.2% | -27.0% |
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