+43.0%
REGN vs AGNC
-5.3%
+48.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +5.6% |
| 7D | +3.1% | -4.4% | +7.5% | +4.4% |
| 30D | +25.8% | -1.0% | +26.7% | +25.5% |
| 3M | +20.5% | -19.2% | +39.7% | +30.2% |
| 6M | +35.0% | -15.7% | +50.7% | +42.9% |
| YTD | +24.8% | -11.3% | +36.1% | +29.8% |
| 1Y | +43.0% | -5.6% | +48.6% | +42.9% |
| All | +43.0% | -5.3% | +48.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling