-3.9%
REGN vs ALK
+0.5%
-4.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -6.0% | -3.1% | -2.8% | -5.7% |
| 30D | -0.4% | -17.1% | +16.8% | +1.4% |
| 3M | +32.0% | -3.8% | +35.8% | +32.0% |
| 6M | +3.0% | -5.3% | +8.3% | +2.7% |
| YTD | +3.2% | -20.3% | +23.4% | +4.0% |
| 1Y | +43.4% | -36.0% | +79.4% | +47.3% |
| All | -3.9% | +0.5% | -4.4% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling