+38.2%
REGN vs ADM
+45.4%
-7.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | +2.5% | -8.1% | -5.4% |
| 30D | -2.0% | +9.5% | -11.4% | -1.3% |
| 3M | +28.0% | +10.6% | +17.3% | +28.7% |
| 6M | +1.2% | +24.0% | -22.9% | +2.0% |
| YTD | +1.6% | +54.0% | -52.3% | +2.8% |
| 1Y | +38.2% | +45.3% | -7.1% | +37.9% |
| All | +38.2% | +45.4% | -7.2% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling