+49.0%
REGN vs ADVB
-76.7%
+125.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.2% | -4.5% |
| 7D | +14.4% | -29.5% | +44.0% | +13.7% |
| 30D | +28.1% | -66.9% | +95.0% | +25.8% |
| 3M | +22.5% | -73.7% | +96.2% | +20.0% |
| 6M | +31.6% | -64.8% | +96.3% | +28.9% |
| YTD | +21.0% | -64.0% | +85.1% | +17.9% |
| 1Y | +49.0% | -77.0% | +125.9% | +44.6% |
| All | +49.0% | -76.7% | +125.6% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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