+49.0%
REGN vs AMCR
+32.3%
+16.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -5.4% |
| 7D | +14.4% | +6.2% | +8.2% | +12.1% |
| 30D | +28.1% | +16.0% | +12.1% | +22.0% |
| 3M | +22.5% | +4.4% | +18.1% | +20.5% |
| 6M | +31.6% | +35.5% | -3.9% | +18.7% |
| YTD | +21.0% | +21.5% | -0.5% | +13.3% |
| 1Y | +49.0% | +30.7% | +18.2% | +34.9% |
| All | +49.0% | +32.3% | +16.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling