+3,759.3%
REGN vs ADM
+1,889.2%
+1,870.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.8% | -1.1% |
| 7D | -5.2% | +1.4% | -6.6% | -5.6% |
| 30D | +0.1% | +8.2% | -8.1% | -2.4% |
| 3M | +31.2% | +8.7% | +22.5% | +27.5% |
| 6M | +3.6% | +29.1% | -25.5% | -5.0% |
| YTD | +5.0% | +53.7% | -48.6% | -8.9% |
| 1Y | +45.9% | +43.2% | +2.6% | +28.8% |
| 3Y | -1.9% | +21.4% | -23.3% | -11.4% |
| 5Y | +26.2% | +67.1% | -40.9% | +0.8% |
| 10Y | +112.1% | +176.6% | -64.5% | +38.1% |
| All | +3,759.3% | +1,889.2% | +1,870.1% | +1,016.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling