+26.2%
REGN vs AMBA
-50.1%
+76.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.4% | -8.7% | -1.1% |
| 7D | -5.2% | +2.5% | -7.7% | -5.5% |
| 30D | +0.1% | -16.1% | +16.2% | +1.7% |
| 3M | +31.2% | +4.6% | +26.6% | +28.9% |
| 6M | +3.6% | +29.2% | -25.6% | -1.7% |
| YTD | +5.0% | -2.9% | +7.9% | +2.4% |
| 1Y | +45.9% | -18.7% | +64.6% | +44.0% |
| 3Y | -1.9% | +14.9% | -16.7% | -10.3% |
| 5Y | +26.2% | -53.0% | +79.2% | +15.1% |
| All | +26.2% | -50.1% | +76.3% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling