+162.6%
REGN vs AVTR
+1.1%
+161.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.0% | -2.0% | -3.9% | -5.6% |
| 30D | -0.4% | +8.1% | -8.4% | -1.8% |
| 3M | +32.0% | +54.2% | -22.2% | +21.2% |
| 6M | +3.0% | +82.6% | -79.6% | -8.8% |
| YTD | +3.2% | +29.8% | -26.7% | -3.0% |
| 1Y | +43.4% | +18.0% | +25.4% | +35.6% |
| 3Y | -3.6% | -26.4% | +22.8% | -2.5% |
| 5Y | +23.1% | -64.8% | +87.9% | +41.2% |
| All | +162.6% | +1.1% | +161.5% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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