-2.2%
REGN vs ALLE
+44.7%
-46.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.4% |
| 7D | -5.2% | -2.2% | -3.1% | -4.7% |
| 30D | +0.1% | -8.3% | +8.4% | +2.3% |
| 3M | +31.2% | +16.3% | +15.0% | +25.3% |
| 6M | +3.6% | +1.8% | +1.8% | +2.7% |
| YTD | +5.0% | -3.9% | +9.0% | +5.5% |
| 1Y | +45.9% | -10.0% | +55.9% | +49.2% |
| All | -2.2% | +44.7% | -46.9% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling