+23.4%
REGN vs ALM
+839.2%
-815.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | -5.6% | -11.8% | +6.3% | -5.4% |
| 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% | +1.4% |
| YTD | +1.6% | +75.8% | -74.2% | +0.4% |
| 1Y | +38.2% | +241.2% | -202.9% | +35.2% |
| 3Y | -5.4% | +1,872.6% | -1,878.0% | -11.1% |
| All | +23.4% | +839.2% | -815.9% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling