+49.0%
REGN vs APD
+36.4%
+12.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -4.7% |
| 7D | +14.4% | +3.8% | +10.6% | +13.7% |
| 30D | +28.1% | +14.1% | +14.0% | +25.3% |
| 3M | +22.5% | +8.2% | +14.3% | +20.8% |
| 6M | +31.6% | +7.5% | +24.0% | +30.0% |
| YTD | +21.0% | +31.7% | -10.6% | +15.6% |
| 1Y | +49.0% | +35.1% | +13.9% | +42.8% |
| All | +49.0% | +36.4% | +12.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling