+46.7%
REGN vs COMP
+22.2%
+24.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +4.2% | +1.4% | +2.9% | +4.1% |
| 30D | +7.8% | -13.3% | +21.1% | +8.6% |
| 3M | +31.8% | +41.1% | -9.3% | +28.9% |
| 6M | +5.4% | +17.2% | -11.8% | +2.2% |
| YTD | +7.7% | +5.2% | +2.4% | +4.2% |
| 1Y | +46.7% | +18.9% | +27.7% | +40.9% |
| All | +46.7% | +22.2% | +24.5% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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