+1.2%
REGN vs AME
+7.8%
-6.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.7% | -2.4% |
| 7D | -5.6% | +1.7% | -7.3% | -6.0% |
| 30D | -2.0% | -6.4% | +4.5% | +0.4% |
| 3M | +28.0% | +7.1% | +20.9% | +22.0% |
| 6M | +1.2% | +8.2% | -7.0% | -4.3% |
| All | +1.2% | +7.8% | -6.6% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling