-5.4%
REGN vs AME
+59.6%
-65.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -2.2% |
| 7D | -5.6% | +1.7% | -7.3% | -5.9% |
| 30D | -2.0% | -6.4% | +4.5% | -0.6% |
| 3M | +28.0% | +7.1% | +20.9% | +25.5% |
| 6M | +1.2% | +8.2% | -7.0% | -1.0% |
| YTD | +1.6% | +18.2% | -16.5% | -2.2% |
| 1Y | +38.2% | +26.7% | +11.5% | +31.4% |
| 3Y | -5.4% | +60.7% | -66.1% | -16.7% |
| All | -5.4% | +59.6% | -65.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling