+10,551.3%
REGN vs AU
+755.5%
+9,795.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -5.6% | -4.3% | -1.3% | -5.3% |
| 30D | -2.0% | +7.3% | -9.3% | -2.5% |
| 3M | +28.0% | +26.3% | +1.6% | +25.8% |
| 6M | +1.2% | +1.8% | -0.6% | +0.5% |
| YTD | +1.6% | +26.8% | -25.2% | -0.6% |
| 1Y | +38.2% | +66.7% | -28.4% | +32.6% |
| 3Y | -5.4% | +579.1% | -584.4% | -18.2% |
| 5Y | +21.3% | +689.3% | -668.1% | +2.4% |
| 10Y | +105.2% | +686.6% | -581.4% | +67.0% |
| All | +10,551.3% | +755.5% | +9,795.8% | +10,116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling