+97.5%
REGN vs ARMK
+146.1%
-48.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -1.7% |
| 7D | -5.6% | +3.1% | -8.7% | -5.8% |
| 30D | -2.0% | -2.8% | +0.8% | -1.7% |
| 3M | +28.0% | +7.6% | +20.4% | +27.1% |
| 6M | +1.2% | +47.9% | -46.7% | -2.2% |
| YTD | +1.6% | +60.0% | -58.4% | -2.5% |
| 1Y | +38.2% | +52.2% | -14.0% | +33.1% |
| 3Y | -5.4% | +131.4% | -136.8% | -12.0% |
| 5Y | +21.3% | +163.2% | -141.9% | +11.5% |
| All | +97.5% | +146.1% | -48.6% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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