+40.9%
REGN vs AZO
-10.2%
+51.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | +10.3% | +5.5% | +4.8% | +8.6% |
| 30D | +22.2% | +14.2% | +8.1% | +17.9% |
| 3M | +17.6% | +7.9% | +9.7% | +15.1% |
| 6M | +28.9% | -6.6% | +35.5% | +31.7% |
| YTD | +17.4% | -2.4% | +19.9% | +18.5% |
| 1Y | +40.9% | -9.6% | +50.5% | +45.7% |
| All | +40.9% | -10.2% | +51.1% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling