+97.5%
REGN vs AR
+41.9%
+55.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.4% |
| 7D | -5.6% | -2.5% | -3.1% | -5.5% |
| 30D | -2.0% | +2.5% | -4.5% | -2.1% |
| 3M | +28.0% | +12.3% | +15.6% | +27.3% |
| 6M | +1.2% | -3.1% | +4.3% | +1.1% |
| YTD | +1.6% | +11.5% | -9.9% | +1.0% |
| 1Y | +38.2% | +17.0% | +21.2% | +36.9% |
| 3Y | -5.4% | +47.3% | -52.7% | -7.5% |
| 5Y | +21.3% | +141.2% | -120.0% | +15.9% |
| All | +97.5% | +41.9% | +55.6% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling