+46.7%
REGN vs AA
+63.2%
-16.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | +4.2% | -0.7% | +4.9% | +4.3% |
| 30D | +7.8% | +5.0% | +2.8% | +7.6% |
| 3M | +31.8% | -35.8% | +67.6% | +33.5% |
| 6M | +5.4% | -18.4% | +23.8% | +5.4% |
| YTD | +7.7% | -5.5% | +13.1% | +8.0% |
| 1Y | +46.7% | +61.0% | -14.3% | +41.8% |
| All | +46.7% | +63.2% | -16.5% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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