+201.0%
REGN vs AMC
-98.1%
+299.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.1% |
| 7D | -1.6% | -0.8% | -0.9% | -1.6% |
| 30D | +3.4% | -1.2% | +4.6% | +3.4% |
| 3M | +32.7% | +42.2% | -9.5% | +32.2% |
| 6M | +6.9% | +118.8% | -111.9% | +6.0% |
| YTD | +5.4% | +64.1% | -58.7% | +4.7% |
| 1Y | +45.8% | -9.5% | +55.4% | +45.6% |
| 3Y | -1.5% | -64.3% | +62.8% | -1.5% |
| 5Y | +22.2% | -99.5% | +121.7% | +23.7% |
| 10Y | +103.6% | -98.9% | +202.5% | +143.2% |
| All | +201.0% | -98.1% | +299.2% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling