+12.8%
REGN vs ADVB
-89.8%
+102.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.5% | +6.0% | -1.4% |
| 7D | -5.6% | -12.3% | +6.7% | -5.5% |
| 30D | -2.0% | +7.8% | -9.7% | -2.0% |
| 3M | +28.0% | +104.2% | -76.3% | +23.5% |
| 6M | +1.2% | +58.1% | -57.0% | -2.5% |
| YTD | +1.6% | +40.2% | -38.6% | -1.9% |
| 1Y | +38.2% | -16.1% | +54.3% | +35.9% |
| All | +12.8% | -89.8% | +102.6% | +22.2% |
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