+97.5%
REGN vs ALLE
+158.4%
-60.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.6% | -2.4% | -3.2% | -5.0% |
| 30D | -2.0% | -7.7% | +5.7% | +0.1% |
| 3M | +28.0% | +15.2% | +12.8% | +22.7% |
| 6M | +1.2% | +5.4% | -4.3% | -0.8% |
| YTD | +1.6% | -2.9% | +4.6% | +1.7% |
| 1Y | +38.2% | -12.8% | +51.0% | +42.3% |
| 3Y | -5.4% | +47.2% | -52.5% | -16.2% |
| 5Y | +21.3% | +13.5% | +7.8% | +13.1% |
| All | +97.5% | +158.4% | -60.9% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling