+4,754.6%
REGN vs ALL
+3,582.8%
+1,171.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.7% |
| 7D | -5.6% | -2.3% | -3.3% | -4.9% |
| 30D | -2.0% | -0.4% | -1.5% | -1.9% |
| 3M | +28.0% | +16.0% | +11.9% | +21.6% |
| 6M | +1.2% | +24.6% | -23.4% | -6.2% |
| YTD | +1.6% | +23.7% | -22.0% | -5.8% |
| 1Y | +38.2% | +27.7% | +10.5% | +26.6% |
| 3Y | -5.4% | +150.2% | -155.6% | -31.7% |
| 5Y | +21.3% | +117.1% | -95.8% | -10.5% |
| 10Y | +105.2% | +365.1% | -259.9% | +12.7% |
| All | +4,754.6% | +3,582.8% | +1,171.7% | +1,403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling