-3.5%
REGN vs AS
+137.8%
-141.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -5.9% | +4.5% | -10.4% | -6.4% |
| 30D | +22.7% | +13.2% | +9.5% | +20.8% |
| 3M | +13.5% | -11.9% | +25.4% | +15.1% |
| 6M | +28.5% | -11.6% | +40.1% | +30.0% |
| YTD | +19.1% | -14.7% | +33.8% | +20.6% |
| 1Y | +40.6% | +5.7% | +34.9% | +38.6% |
| All | -3.5% | +137.8% | -141.2% | -10.1% |
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