+244.1%
REGN vs ALM
+7,261.5%
-7,017.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.6% | +7.8% | -1.7% |
| 7D | -6.0% | -7.1% | +1.2% | -5.9% |
| 30D | -0.4% | +24.7% | -25.0% | -0.5% |
| 3M | +32.0% | +8.3% | +23.7% | +31.9% |
| 6M | +3.0% | -22.2% | +25.2% | +3.0% |
| YTD | +3.2% | +88.1% | -84.9% | +2.8% |
| 1Y | +43.4% | +272.4% | -228.9% | +42.4% |
| 3Y | -3.6% | +2,004.1% | -2,007.7% | -5.3% |
| 5Y | +23.1% | +915.8% | -892.7% | +21.1% |
| 10Y | +108.3% | +2,776.7% | -2,668.4% | +102.9% |
| All | +244.1% | +7,261.5% | -7,017.4% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling