-14.9%
REGN vs AS
+107.2%
-122.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | -5.2% | -2.8% | -2.4% | -4.9% |
| 30D | +0.1% | -23.2% | +23.3% | +3.3% |
| 3M | +31.2% | -20.1% | +51.3% | +34.6% |
| 6M | +3.6% | -18.5% | +22.1% | +5.8% |
| YTD | +5.0% | -25.6% | +30.7% | +8.2% |
| 1Y | +45.9% | -24.4% | +70.2% | +49.7% |
| All | -14.9% | +107.2% | -122.1% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling