+23.1%
REGN vs AMC
-99.5%
+122.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.7% |
| 7D | -6.0% | -7.1% | +1.1% | -5.8% |
| 30D | -0.4% | -1.7% | +1.3% | -0.3% |
| 3M | +32.0% | +13.5% | +18.5% | +31.0% |
| 6M | +3.0% | +112.6% | -109.6% | -0.1% |
| YTD | +3.2% | +51.3% | -48.1% | +1.0% |
| 1Y | +43.4% | -14.5% | +57.9% | +42.9% |
| 3Y | -3.6% | -67.1% | +63.5% | -2.9% |
| 5Y | +23.1% | -99.5% | +122.6% | +37.4% |
| All | +23.1% | -99.5% | +122.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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