+3,759.3%
REGN vs APD
+4,147.1%
-387.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -5.2% | -4.6% | -0.6% | -3.5% |
| 30D | +0.1% | -4.2% | +4.3% | +1.7% |
| 3M | +31.2% | +5.0% | +26.2% | +28.3% |
| 6M | +3.6% | +8.9% | -5.3% | -0.3% |
| YTD | +5.0% | +21.9% | -16.9% | -3.5% |
| 1Y | +45.9% | +5.6% | +40.3% | +40.9% |
| 3Y | -1.9% | +6.9% | -8.7% | -8.4% |
| 5Y | +26.2% | +25.3% | +0.8% | +7.7% |
| 10Y | +112.1% | +169.1% | -57.0% | +24.7% |
| All | +3,759.3% | +4,147.1% | -387.8% | +783.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling