-5.4%
REGN vs AUR
+84.2%
-89.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | -5.6% | +1.4% | -7.0% | -5.7% |
| 30D | -2.0% | -6.4% | +4.5% | -1.7% |
| 3M | +28.0% | +7.7% | +20.2% | +27.0% |
| 6M | +1.2% | +44.5% | -43.3% | -1.7% |
| YTD | +1.6% | +67.4% | -65.8% | -2.1% |
| 1Y | +38.2% | +15.4% | +22.8% | +35.5% |
| 3Y | -5.4% | +94.8% | -100.2% | -15.4% |
| All | -5.4% | +84.2% | -89.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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