+23.4%
REGN vs AMCR
-12.3%
+35.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | -5.6% | -6.3% | +0.7% | -3.5% |
| 30D | -2.0% | -7.8% | +5.8% | +0.7% |
| 3M | +28.0% | +7.5% | +20.4% | +24.6% |
| 6M | +1.2% | +2.7% | -1.5% | -0.3% |
| YTD | +1.6% | +6.0% | -4.4% | -1.3% |
| 1Y | +38.2% | +7.8% | +30.5% | +33.4% |
| 3Y | -5.4% | +5.8% | -11.1% | -9.1% |
| All | +23.4% | -12.3% | +35.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling