+46.7%
REGN vs AR
+22.7%
+24.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +4.2% | +2.5% | +1.7% | +4.4% |
| 30D | +7.8% | +14.8% | -7.0% | +9.0% |
| 3M | +31.8% | +6.2% | +25.6% | +32.4% |
| 6M | +5.4% | +4.3% | +1.1% | +5.4% |
| YTD | +7.7% | +14.4% | -6.7% | +7.9% |
| 1Y | +46.7% | +21.3% | +25.3% | +47.5% |
| All | +46.7% | +22.7% | +24.0% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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