-5.4%
REGN vs ALB
-33.9%
+28.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.0% |
| 7D | -5.6% | -6.9% | +1.4% | -4.8% |
| 30D | -2.0% | -8.4% | +6.5% | -1.0% |
| 3M | +28.0% | -25.9% | +53.9% | +32.2% |
| 6M | +1.2% | -29.7% | +30.8% | +4.5% |
| YTD | +1.6% | -16.5% | +18.1% | +2.3% |
| 1Y | +38.2% | +58.7% | -20.5% | +27.1% |
| 3Y | -5.4% | -34.0% | +28.6% | -9.1% |
| All | -5.4% | -33.9% | +28.6% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling