+49.0%
REGN vs ALK
-1.1%
+50.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.8% | -13.1% | -5.4% |
| 7D | +14.4% | +12.4% | +2.0% | +12.7% |
| 30D | +28.1% | +2.1% | +26.0% | +27.6% |
| 3M | +22.5% | -23.9% | +46.4% | +26.8% |
| 6M | +31.6% | +8.2% | +23.4% | +28.2% |
| YTD | +21.0% | -20.5% | +41.5% | +20.9% |
| 1Y | +49.0% | -1.0% | +50.0% | +50.4% |
| All | +49.0% | -1.1% | +50.0% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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