+11,925.4%
REGN vs AGI
+5,307.1%
+6,618.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | -5.6% | -2.7% | -2.9% | -5.5% |
| 30D | -2.0% | +7.2% | -9.2% | -2.3% |
| 3M | +28.0% | +4.3% | +23.7% | +27.5% |
| 6M | +1.2% | -27.1% | +28.2% | +2.4% |
| YTD | +1.6% | -6.6% | +8.2% | +1.5% |
| 1Y | +38.2% | +9.5% | +28.7% | +36.7% |
| 3Y | -5.4% | +208.4% | -213.8% | -11.8% |
| 5Y | +21.3% | +401.6% | -380.4% | +9.6% |
| 10Y | +105.2% | +387.3% | -282.1% | +80.6% |
| All | +11,925.4% | +5,307.1% | +6,618.2% | +10,476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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