+3,664.0%
REGN vs CAPR
-99.1%
+3,763.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | -5.2% | -12.6% | +7.4% | -5.2% |
| 30D | +0.1% | +124.4% | -124.3% | -0.2% |
| 3M | +31.2% | -66.8% | +98.0% | +31.4% |
| 6M | +3.6% | -71.8% | +75.4% | +3.8% |
| YTD | +5.0% | -70.1% | +75.1% | +5.2% |
| 1Y | +45.9% | +33.3% | +12.5% | +44.3% |
| 3Y | -1.9% | +36.7% | -38.6% | -3.4% |
| 5Y | +26.2% | +72.5% | -46.3% | +23.7% |
| 10Y | +112.1% | -77.3% | +189.3% | +106.1% |
| All | +3,664.0% | -99.1% | +3,763.1% | +3,538.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling