+23.4%
REGN vs ALB
-48.5%
+71.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +2.0% | -1.1% |
| 7D | -5.6% | -6.6% | +1.0% | -4.8% |
| 30D | -2.0% | -8.1% | +6.2% | -1.0% |
| 3M | +28.0% | -25.7% | +53.6% | +32.2% |
| 6M | +1.2% | -29.5% | +30.6% | +4.5% |
| YTD | +1.6% | -16.2% | +17.9% | +2.4% |
| 1Y | +38.2% | +59.2% | -21.0% | +27.3% |
| 3Y | -5.4% | -33.7% | +28.4% | -7.6% |
| All | +23.4% | -48.5% | +71.8% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling