+97.5%
REGN vs ADM
+177.9%
-80.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | +2.5% | -8.1% | -6.1% |
| 30D | -2.0% | +9.5% | -11.4% | -3.8% |
| 3M | +28.0% | +10.6% | +17.3% | +25.0% |
| 6M | +1.2% | +24.0% | -22.9% | -4.1% |
| YTD | +1.6% | +54.0% | -52.3% | -8.4% |
| 1Y | +38.2% | +45.3% | -7.1% | +25.9% |
| 3Y | -5.4% | +21.8% | -27.1% | -12.0% |
| 5Y | +21.3% | +66.8% | -45.5% | +2.0% |
| All | +97.5% | +177.9% | -80.4% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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