+97.5%
REGN vs ALM
+2,589.2%
-2,491.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | -5.6% | -11.8% | +6.3% | -5.5% |
| 30D | -2.0% | +7.8% | -9.7% | -2.1% |
| 3M | +28.0% | -9.3% | +37.2% | +28.0% |
| 6M | +1.2% | -30.5% | +31.6% | +1.3% |
| YTD | +1.6% | +75.8% | -74.2% | +0.9% |
| 1Y | +38.2% | +241.2% | -202.9% | +36.3% |
| 3Y | -5.4% | +1,872.6% | -1,878.0% | -8.6% |
| 5Y | +21.3% | +849.6% | -828.3% | +17.3% |
| All | +97.5% | +2,589.2% | -2,491.8% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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