+3,588.4%
REGN vs AG
+424.3%
+3,164.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.4% |
| 7D | -6.0% | -5.8% | -0.2% | -5.5% |
| 30D | -0.4% | +6.4% | -6.7% | -0.9% |
| 3M | +32.0% | +28.4% | +3.6% | +29.0% |
| 6M | +3.0% | -24.5% | +27.5% | +4.4% |
| YTD | +3.2% | +21.2% | -18.0% | +0.1% |
| 1Y | +43.4% | +114.1% | -70.7% | +32.1% |
| 3Y | -3.6% | +268.0% | -271.7% | -17.6% |
| 5Y | +23.1% | +67.3% | -44.2% | +9.8% |
| 10Y | +108.3% | +66.1% | +42.2% | +71.0% |
| All | +3,588.4% | +424.3% | +3,164.1% | +1,949.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling