+193.5%
REGN vs ALLY
+117.4%
+76.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.6% |
| 7D | -1.6% | +1.0% | -2.7% | -1.8% |
| 30D | +3.4% | -3.3% | +6.7% | +4.0% |
| 3M | +32.7% | +0.5% | +32.2% | +32.5% |
| 6M | +6.9% | +12.6% | -5.7% | +4.7% |
| YTD | +5.4% | -4.7% | +10.1% | +5.8% |
| 1Y | +45.8% | +5.2% | +40.6% | +44.0% |
| 3Y | -1.5% | +66.5% | -68.0% | -10.5% |
| 5Y | +22.2% | +0.2% | +22.0% | +16.9% |
| 10Y | +103.6% | +180.8% | -77.2% | +49.6% |
| All | +193.5% | +117.4% | +76.1% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling