+49.0%
REGN vs ALHC
-51.4%
+100.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.1% | -14.5% | -4.3% |
| 7D | +14.4% | -0.5% | +14.9% | +14.6% |
| 30D | +28.1% | -4.2% | +32.3% | +28.3% |
| 3M | +22.5% | -39.8% | +62.3% | +24.0% |
| 6M | +31.6% | -57.7% | +89.3% | +33.0% |
| YTD | +21.0% | -58.8% | +79.8% | +20.4% |
| 1Y | +49.0% | -52.4% | +101.3% | +44.7% |
| All | +49.0% | -51.4% | +100.4% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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