+48.9%
REGN vs AMC
-99.2%
+148.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.5% |
| 7D | +5.7% | +3.5% | +2.1% | +5.5% |
| 30D | +22.8% | +12.5% | +10.3% | +22.3% |
| 3M | +18.7% | +23.6% | -4.9% | +17.8% |
| 6M | +33.1% | +144.4% | -111.3% | +28.7% |
| YTD | +24.3% | +108.3% | -84.1% | +20.5% |
| 1Y | +38.2% | +38.9% | -0.7% | +35.6% |
| 3Y | +21.1% | -58.9% | +79.9% | +21.3% |
| All | +48.9% | -99.2% | +148.1% | +70.5% |
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