+117.0%
REGN vs AMBA
-0.9%
+117.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.6% |
| 7D | +5.7% | +2.7% | +3.0% | +5.4% |
| 30D | +22.8% | -2.2% | +24.9% | +22.9% |
| 3M | +18.7% | -26.6% | +45.3% | +22.3% |
| 6M | +33.1% | -26.8% | +59.9% | +34.6% |
| YTD | +24.3% | -15.1% | +39.4% | +22.3% |
| 1Y | +38.2% | -32.3% | +70.4% | +39.4% |
| 3Y | +21.1% | +19.8% | +1.3% | +9.5% |
| 5Y | +52.8% | -69.2% | +122.0% | +55.1% |
| All | +117.0% | -0.9% | +117.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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