+3,759.3%
REGN vs AA
+337.7%
+3,421.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | -5.2% | -0.6% | -4.6% | -5.1% |
| 30D | +0.1% | -1.6% | +1.6% | +0.2% |
| 3M | +31.2% | -29.8% | +61.0% | +40.2% |
| 6M | +3.6% | -16.6% | +20.2% | +5.6% |
| YTD | +5.0% | -4.0% | +9.1% | +3.2% |
| 1Y | +45.9% | +63.5% | -17.6% | +26.4% |
| 3Y | -1.9% | +86.8% | -88.6% | -22.2% |
| 5Y | +26.2% | +12.4% | +13.8% | +2.4% |
| 10Y | +112.1% | +132.3% | -20.3% | +15.6% |
| All | +3,759.3% | +337.7% | +3,421.6% | +1,640.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling