+38.2%
REGN vs ALL
+29.5%
+8.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.6% |
| 7D | -5.6% | -2.3% | -3.3% | -5.3% |
| 30D | -2.0% | -0.4% | -1.5% | -1.9% |
| 3M | +28.0% | +16.0% | +11.9% | +24.4% |
| 6M | +1.2% | +24.6% | -23.4% | -2.6% |
| YTD | +1.6% | +23.7% | -22.0% | -2.3% |
| 1Y | +38.2% | +27.7% | +10.5% | +34.6% |
| All | +38.2% | +29.5% | +8.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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