+38.2%
REGN vs A
+18.0%
+20.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.1% | -2.1% |
| 7D | -5.6% | -2.6% | -3.0% | -5.0% |
| 30D | -2.0% | -0.9% | -1.1% | -1.8% |
| 3M | +28.0% | +13.6% | +14.3% | +24.0% |
| 6M | +1.2% | +27.8% | -26.7% | -5.7% |
| YTD | +1.6% | +8.6% | -7.0% | +1.3% |
| 1Y | +38.2% | +16.9% | +21.4% | +30.0% |
| All | +38.2% | +18.0% | +20.2% | +30.0% |
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