-5.4%
REGN vs ATI
+341.0%
-346.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -5.6% | +0.1% | -4.7% |
| 30D | -2.0% | -13.7% | +11.8% | +0.2% |
| 3M | +28.0% | -0.4% | +28.3% | +27.4% |
| 6M | +1.2% | +26.2% | -25.1% | -3.8% |
| YTD | +1.6% | +73.2% | -71.6% | -7.9% |
| 1Y | +38.2% | +161.6% | -123.4% | +18.4% |
| 3Y | -5.4% | +346.2% | -351.5% | -24.8% |
| All | -5.4% | +341.0% | -346.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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