-5.4%
REGN vs ARMK
+127.5%
-132.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -1.9% |
| 7D | -5.6% | +3.1% | -8.7% | -6.0% |
| 30D | -2.0% | -2.8% | +0.8% | -1.6% |
| 3M | +28.0% | +7.6% | +20.4% | +26.3% |
| 6M | +1.2% | +47.9% | -46.7% | -5.5% |
| YTD | +1.6% | +60.0% | -58.4% | -6.5% |
| 1Y | +38.2% | +52.2% | -14.0% | +28.0% |
| 3Y | -5.4% | +131.4% | -136.8% | -18.3% |
| All | -5.4% | +127.5% | -132.9% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling