+97.5%
REGN vs A
+256.4%
-159.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.1% | -2.5% |
| 7D | -5.6% | -2.6% | -3.0% | -4.7% |
| 30D | -2.0% | -0.9% | -1.1% | -1.7% |
| 3M | +28.0% | +13.6% | +14.3% | +21.6% |
| 6M | +1.2% | +27.8% | -26.7% | -9.0% |
| YTD | +1.6% | +8.6% | -7.0% | -2.8% |
| 1Y | +38.2% | +16.9% | +21.4% | +28.3% |
| 3Y | -5.4% | +32.9% | -38.3% | -18.8% |
| 5Y | +21.3% | -14.1% | +35.4% | +21.8% |
| All | +97.5% | +256.4% | -159.0% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling