+97.5%
REGN vs ALLY
+189.7%
-92.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.5% |
| 7D | -5.6% | -3.8% | -1.8% | -5.1% |
| 30D | -2.0% | -4.9% | +3.0% | -1.3% |
| 3M | +28.0% | -2.6% | +30.5% | +28.3% |
| 6M | +1.2% | +15.7% | -14.6% | -1.0% |
| YTD | +1.6% | -5.2% | +6.8% | +2.1% |
| 1Y | +38.2% | +2.8% | +35.4% | +37.1% |
| 3Y | -5.4% | +63.4% | -68.8% | -12.4% |
| 5Y | +21.3% | -2.6% | +23.9% | +16.8% |
| All | +97.5% | +189.7% | -92.3% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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