+38.2%
REGN vs BEN
+45.3%
-7.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -3.1% | -2.5% | -5.3% |
| 30D | -2.0% | +0.2% | -2.1% | -2.0% |
| 3M | +28.0% | +6.8% | +21.1% | +26.9% |
| 6M | +1.2% | +38.1% | -37.0% | -2.2% |
| YTD | +1.6% | +44.3% | -42.7% | -1.2% |
| 1Y | +38.2% | +42.6% | -4.3% | +32.9% |
| All | +38.2% | +45.3% | -7.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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