+3,772.0%
REGN vs ALK
+664.4%
+3,107.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.3% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +3.4% | -18.5% | +21.9% | +8.8% |
| 3M | +32.7% | -3.6% | +36.3% | +32.6% |
| 6M | +6.9% | -3.7% | +10.6% | +5.9% |
| YTD | +5.4% | -19.0% | +24.4% | +8.4% |
| 1Y | +45.8% | -36.0% | +81.9% | +58.3% |
| 3Y | -1.5% | +2.3% | -3.9% | -11.2% |
| 5Y | +22.2% | -27.8% | +50.0% | +16.5% |
| 10Y | +103.6% | -39.0% | +142.5% | +73.3% |
| All | +3,772.0% | +664.4% | +3,107.6% | +1,020.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling