+23.4%
REGN vs AA
+1.1%
+22.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -3.4% | -2.2% | -5.3% |
| 30D | -2.0% | -5.8% | +3.8% | -1.5% |
| 3M | +28.0% | -29.9% | +57.9% | +31.3% |
| 6M | +1.2% | -27.0% | +28.2% | +3.0% |
| YTD | +1.6% | -8.7% | +10.4% | +1.4% |
| 1Y | +38.2% | +50.6% | -12.4% | +31.6% |
| 3Y | -5.4% | +74.1% | -79.4% | -12.9% |
| All | +23.4% | +1.1% | +22.3% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling