+10,316.2%
REGN vs ATI
+1,049.8%
+9,266.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.0% |
| 7D | -6.0% | -2.7% | -3.2% | -5.4% |
| 30D | -0.4% | -13.5% | +13.2% | +2.8% |
| 3M | +32.0% | +8.5% | +23.5% | +28.7% |
| 6M | +3.0% | +25.2% | -22.2% | -3.1% |
| YTD | +3.2% | +73.4% | -70.2% | -10.0% |
| 1Y | +43.4% | +160.5% | -117.1% | +14.0% |
| 3Y | -3.6% | +347.3% | -350.9% | -34.9% |
| 5Y | +23.1% | +1,049.0% | -1,025.9% | -35.9% |
| 10Y | +108.3% | +1,131.4% | -1,023.1% | -14.6% |
| All | +10,316.2% | +1,049.8% | +9,266.4% | +2,454.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling