+204.5%
REGN vs ALLE
+260.9%
-56.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +4.2% | -0.2% | +4.5% | +4.3% |
| 30D | +7.8% | -6.8% | +14.6% | +10.2% |
| 3M | +31.8% | +21.0% | +10.8% | +23.2% |
| 6M | +5.4% | +1.1% | +4.3% | +4.3% |
| YTD | +7.7% | -0.5% | +8.2% | +6.8% |
| 1Y | +46.7% | -7.3% | +53.9% | +48.8% |
| 3Y | +0.5% | +42.3% | -41.8% | -12.9% |
| 5Y | +22.9% | +13.5% | +9.5% | +13.0% |
| 10Y | +115.0% | +144.0% | -29.1% | +28.7% |
| All | +204.5% | +260.9% | -56.3% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling