+37.9%
REGN vs ADVB
-96.8%
+134.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -23.6% | +24.0% | +0.4% |
| 7D | +5.7% | +27.8% | -22.1% | +5.7% |
| 30D | +22.8% | -50.8% | +73.5% | +23.0% |
| 3M | +18.7% | -70.5% | +89.2% | +19.2% |
| 6M | +33.1% | -46.7% | +79.8% | +29.5% |
| YTD | +24.3% | -56.7% | +80.9% | +20.4% |
| 1Y | +38.2% | -71.8% | +109.9% | +36.7% |
| All | +37.9% | -96.8% | +134.8% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling