+5,427.3%
REGN vs ARWR
-97.2%
+5,524.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.3% |
| 7D | -5.2% | -3.2% | -2.0% | -5.2% |
| 30D | +0.1% | -6.5% | +6.5% | +0.1% |
| 3M | +31.2% | +12.7% | +18.5% | +31.1% |
| 6M | +3.6% | +36.2% | -32.6% | +3.4% |
| YTD | +5.0% | +24.5% | -19.4% | +4.9% |
| 1Y | +45.9% | +198.0% | -152.1% | +44.8% |
| 3Y | -1.9% | +176.4% | -178.2% | -2.8% |
| 5Y | +26.2% | +26.6% | -0.4% | +25.3% |
| 10Y | +112.1% | +1,054.1% | -942.0% | +107.5% |
| All | +5,427.3% | -97.2% | +5,524.4% | +4,227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling