+1.2%
REGN vs AG
-25.1%
+26.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.2% |
| 7D | -5.6% | -6.7% | +1.1% | -4.9% |
| 30D | -2.0% | +2.2% | -4.1% | -2.3% |
| 3M | +28.0% | +15.7% | +12.3% | +25.7% |
| 6M | +1.2% | -23.8% | +24.9% | +2.4% |
| All | +1.2% | -25.1% | +26.2% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling