+46.7%
REGN vs APTV
-39.9%
+86.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -4.9% | -2.3% |
| 7D | +4.2% | +4.8% | -0.6% | +3.6% |
| 30D | +7.8% | +2.0% | +5.8% | +7.5% |
| 3M | +31.8% | -34.2% | +66.0% | +39.8% |
| 6M | +5.4% | -34.7% | +40.1% | +11.2% |
| YTD | +7.7% | -37.0% | +44.6% | +13.2% |
| 1Y | +46.7% | -40.4% | +87.1% | +54.3% |
| All | +46.7% | -39.9% | +86.6% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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