+3,690.5%
REGN vs APA
+1,178.4%
+2,512.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -6.0% | +0.8% | -6.7% | -6.1% |
| 30D | -0.4% | +9.6% | -10.0% | -1.7% |
| 3M | +32.0% | +18.0% | +14.0% | +28.4% |
| 6M | +3.0% | +41.9% | -38.8% | -3.4% |
| YTD | +3.2% | +86.3% | -83.1% | -7.5% |
| 1Y | +43.4% | +97.9% | -54.4% | +26.8% |
| 3Y | -3.6% | +12.8% | -16.4% | -9.6% |
| 5Y | +23.1% | +177.2% | -154.1% | -4.3% |
| 10Y | +108.3% | -3.3% | +111.6% | +63.1% |
| All | +3,690.5% | +1,178.4% | +2,512.1% | +1,953.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling