-5.4%
REGN vs AG
+249.7%
-255.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.4% |
| 7D | -5.6% | -6.7% | +1.1% | -5.3% |
| 30D | -2.0% | +2.2% | -4.1% | -2.1% |
| 3M | +28.0% | +15.7% | +12.3% | +27.2% |
| 6M | +1.2% | -23.8% | +24.9% | +1.5% |
| YTD | +1.6% | +17.6% | -16.0% | +1.1% |
| 1Y | +38.2% | +88.6% | -50.4% | +35.9% |
| 3Y | -5.4% | +253.4% | -258.8% | -8.7% |
| All | -5.4% | +249.7% | -255.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling