-5.4%
REGN vs ARWR
+173.9%
-179.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -4.0% | -1.5% | -5.1% |
| 30D | -2.0% | -5.0% | +3.1% | -1.4% |
| 3M | +28.0% | +11.3% | +16.6% | +25.8% |
| 6M | +1.2% | +42.6% | -41.4% | -3.6% |
| YTD | +1.6% | +24.8% | -23.2% | -2.0% |
| 1Y | +38.2% | +178.8% | -140.5% | +19.3% |
| 3Y | -5.4% | +183.3% | -188.7% | -24.8% |
| All | -5.4% | +173.9% | -179.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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