+97.5%
REGN vs AU
+699.0%
-601.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -5.6% | -4.3% | -1.3% | -5.4% |
| 30D | -2.0% | +7.3% | -9.3% | -2.3% |
| 3M | +28.0% | +26.3% | +1.6% | +26.4% |
| 6M | +1.2% | +1.8% | -0.6% | +0.6% |
| YTD | +1.6% | +26.8% | -25.2% | +0.1% |
| 1Y | +38.2% | +66.7% | -28.4% | +34.5% |
| 3Y | -5.4% | +579.1% | -584.4% | -14.1% |
| 5Y | +21.3% | +689.3% | -668.1% | +8.3% |
| All | +97.5% | +699.0% | -601.5% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling