+197.5%
REGN vs ARMK
+351.9%
-154.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.2% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | +0.1% | +2.4% | -2.3% | -0.3% |
| 3M | +31.2% | +6.1% | +25.2% | +30.2% |
| 6M | +3.6% | +41.8% | -38.1% | -0.7% |
| YTD | +5.0% | +55.5% | -50.5% | -0.5% |
| 1Y | +45.9% | +49.6% | -3.7% | +38.7% |
| 3Y | -1.9% | +122.8% | -124.6% | -11.2% |
| 5Y | +26.2% | +151.0% | -124.8% | +11.9% |
| 10Y | +112.1% | +137.9% | -25.9% | +96.4% |
| All | +197.5% | +351.9% | -154.3% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling