+178.1%
REGN vs AR
-27.8%
+206.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.6% |
| 30D | +3.4% | +12.6% | -9.2% | +2.9% |
| 3M | +32.7% | +10.0% | +22.7% | +32.1% |
| 6M | +6.9% | +0.6% | +6.3% | +6.7% |
| YTD | +5.4% | +13.4% | -8.0% | +4.5% |
| 1Y | +45.8% | +21.7% | +24.1% | +43.9% |
| 3Y | -1.5% | +45.8% | -47.4% | -4.2% |
| 5Y | +22.2% | +144.3% | -122.0% | +15.2% |
| 10Y | +103.6% | +41.8% | +61.8% | +110.3% |
| All | +178.1% | -27.8% | +206.0% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling