-5.4%
REGN vs ARES
+35.4%
-40.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.6% | -6.1% | +0.5% | -5.0% |
| 30D | -2.0% | -7.5% | +5.6% | -1.2% |
| 3M | +28.0% | +0.1% | +27.8% | +27.7% |
| 6M | +1.2% | +30.3% | -29.1% | -2.3% |
| YTD | +1.6% | -16.6% | +18.3% | +2.6% |
| 1Y | +38.2% | -26.1% | +64.3% | +41.7% |
| 3Y | -5.4% | +36.4% | -41.8% | -14.0% |
| All | -5.4% | +35.4% | -40.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 3y: compounded portfolio wealth divided by compounded ARES 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…
3y analysis · Full analysis span regression · 6 months rolling