+97.5%
REGN vs APA
-2.4%
+99.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -5.6% | +4.6% | -10.2% | -5.8% |
| 30D | -2.0% | +11.9% | -13.9% | -2.5% |
| 3M | +28.0% | +22.5% | +5.5% | +26.6% |
| 6M | +1.2% | +37.5% | -36.4% | -0.8% |
| YTD | +1.6% | +87.2% | -85.5% | -2.0% |
| 1Y | +38.2% | +101.4% | -63.2% | +32.6% |
| 3Y | -5.4% | +16.9% | -22.3% | -8.0% |
| 5Y | +21.3% | +178.4% | -157.2% | +13.3% |
| All | +97.5% | -2.4% | +99.8% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling