+3.6%
REGN vs ADM
+29.9%
-26.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | 0.0% |
| 7D | -5.2% | +1.4% | -6.6% | -5.1% |
| 30D | +0.1% | +8.2% | -8.1% | +1.1% |
| 3M | +31.2% | +8.7% | +22.5% | +32.3% |
| 6M | +3.6% | +29.1% | -25.5% | +5.7% |
| All | +3.6% | +29.9% | -26.3% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling