+38.2%
REGN vs COMP
+13.6%
+24.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.2% | -1.7% |
| 7D | -5.6% | -5.5% | -0.1% | -5.3% |
| 30D | -2.0% | -17.4% | +15.5% | -1.0% |
| 3M | +28.0% | +24.4% | +3.6% | +26.2% |
| 6M | +1.2% | +21.8% | -20.6% | -1.4% |
| YTD | +1.6% | -0.6% | +2.2% | -1.3% |
| 1Y | +38.2% | +11.5% | +26.8% | +33.1% |
| All | +38.2% | +13.6% | +24.6% | +33.1% |
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