-5.4%
REGN vs ALM
+1,801.8%
-1,807.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -5.6% | -11.8% | +6.3% | -5.3% |
| 30D | -2.0% | +7.8% | -9.7% | -2.2% |
| 3M | +28.0% | -9.3% | +37.2% | +28.0% |
| 6M | +1.2% | -30.5% | +31.6% | +1.5% |
| YTD | +1.6% | +75.8% | -74.2% | 0.0% |
| 1Y | +38.2% | +241.2% | -202.9% | +33.9% |
| 3Y | -5.4% | +1,872.6% | -1,878.0% | -15.1% |
| All | -5.4% | +1,801.8% | -1,807.1% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling