+3.9%
REGN vs ALLE
+6.1%
-2.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -1.6% | +2.8% | -4.4% | -2.1% |
| 30D | +3.4% | -7.6% | +11.1% | +4.8% |
| 3M | +32.7% | +22.8% | +9.9% | +26.0% |
| All | +3.9% | +6.1% | -2.1% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling