+66.1%
REGN vs COMP
-50.5%
+116.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.2% | -1.6% |
| 7D | -5.6% | -5.5% | -0.1% | -5.4% |
| 30D | -2.0% | -17.4% | +15.5% | -1.2% |
| 3M | +28.0% | +24.4% | +3.6% | +26.5% |
| 6M | +1.2% | +21.8% | -20.6% | -0.3% |
| YTD | +1.6% | -0.6% | +2.2% | +0.8% |
| 1Y | +38.2% | +11.5% | +26.8% | +36.2% |
| 3Y | -5.4% | +220.4% | -225.8% | -11.9% |
| 5Y | +21.3% | -26.6% | +47.8% | +15.7% |
| All | +66.1% | -50.5% | +116.6% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling