+16.6%
REGN vs ADVB
-89.4%
+106.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | -0.3% |
| 7D | -5.2% | -13.0% | +7.8% | -5.1% |
| 30D | +0.1% | +7.5% | -7.4% | 0.0% |
| 3M | +31.2% | +129.1% | -97.9% | +26.2% |
| 6M | +3.6% | +71.7% | -68.1% | -0.4% |
| YTD | +5.0% | +45.5% | -40.5% | +1.4% |
| 1Y | +45.9% | -2.7% | +48.6% | +42.2% |
| All | +16.6% | -89.4% | +106.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling