-14.6%
REGN vs AS
+114.1%
-128.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.8% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | +3.4% | -22.1% | +25.6% | +6.6% |
| 3M | +32.7% | -15.3% | +48.0% | +35.2% |
| 6M | +6.9% | -15.6% | +22.5% | +8.7% |
| YTD | +5.4% | -23.2% | +28.6% | +8.2% |
| 1Y | +45.8% | -21.7% | +67.5% | +49.0% |
| All | -14.6% | +114.1% | -128.7% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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