+49.0%
REGN vs ALLE
+18.6%
+30.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.1% | -4.7% |
| 7D | +14.4% | +6.7% | +7.8% | +13.0% |
| 30D | +28.1% | +25.4% | +2.7% | +22.5% |
| 3M | +22.5% | +16.9% | +5.6% | +18.8% |
| 6M | +31.6% | +46.6% | -15.0% | +20.8% |
| YTD | +21.0% | +22.4% | -1.4% | +15.2% |
| 1Y | +49.0% | +17.7% | +31.2% | +44.6% |
| All | +49.0% | +18.6% | +30.4% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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