+49.0%
REGN vs A
+24.4%
+24.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.5% |
| 7D | +14.4% | -2.4% | +16.8% | +14.8% |
| 30D | +28.1% | +3.6% | +24.5% | +26.9% |
| 3M | +22.5% | +27.5% | -5.0% | +16.3% |
| 6M | +31.6% | +58.5% | -26.9% | +18.2% |
| YTD | +21.0% | +31.2% | -10.1% | +17.0% |
| 1Y | +49.0% | +22.2% | +26.8% | +50.4% |
| All | +49.0% | +24.4% | +24.6% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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