+23.4%
REGN vs AZO
+85.8%
-62.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -3.6% | -2.0% | -4.7% |
| 30D | -2.0% | -5.6% | +3.6% | -0.6% |
| 3M | +28.0% | -6.6% | +34.6% | +29.7% |
| 6M | +1.2% | -22.5% | +23.7% | +7.3% |
| YTD | +1.6% | -15.2% | +16.8% | +5.3% |
| 1Y | +38.2% | -33.9% | +72.2% | +52.1% |
| 3Y | -5.4% | +11.8% | -17.2% | -9.9% |
| All | +23.4% | +85.8% | -62.4% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling