+501.7%
REGN vs AMCR
+93.5%
+408.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -5.6% | -6.3% | +0.7% | -4.4% |
| 30D | -2.0% | -7.8% | +5.8% | -0.4% |
| 3M | +28.0% | +7.5% | +20.4% | +26.1% |
| 6M | +1.2% | +2.7% | -1.5% | +0.3% |
| YTD | +1.6% | +6.0% | -4.4% | +0.1% |
| 1Y | +38.2% | +7.8% | +30.5% | +35.7% |
| 3Y | -5.4% | +5.8% | -11.1% | -7.0% |
| 5Y | +21.3% | -11.6% | +32.9% | +21.9% |
| 10Y | +105.2% | +14.6% | +90.6% | +95.9% |
| All | +501.7% | +93.5% | +408.2% | +457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling