+97.5%
REGN vs CAPR
-78.4%
+175.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -5.6% | -11.0% | +5.4% | -5.6% |
| 30D | -2.0% | +99.8% | -101.7% | -2.1% |
| 3M | +28.0% | -66.6% | +94.5% | +28.2% |
| 6M | +1.2% | -75.1% | +76.2% | +1.4% |
| YTD | +1.6% | -71.0% | +72.6% | +1.8% |
| 1Y | +38.2% | +30.0% | +8.3% | +37.1% |
| 3Y | -5.4% | +29.0% | -34.3% | -6.8% |
| 5Y | +21.3% | +70.8% | -49.5% | +19.0% |
| All | +97.5% | -78.4% | +175.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling