+49.0%
REGN vs ALB
+4.7%
+44.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -4.8% |
| 7D | +14.4% | -2.1% | +16.5% | +14.7% |
| 30D | +28.1% | -9.0% | +37.1% | +29.3% |
| 3M | +22.5% | -21.1% | +43.6% | +25.2% |
| 6M | +31.6% | -49.9% | +81.5% | +40.4% |
| YTD | +21.0% | -32.3% | +53.3% | +24.8% |
| 1Y | +49.0% | +8.6% | +40.4% | +52.3% |
| All | +49.0% | +4.7% | +44.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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