+21.1%
REGN vs COMP
+423.6%
-402.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.4% |
| 7D | +5.7% | 0.0% | +5.7% | +5.6% |
| 30D | +22.8% | +16.6% | +6.2% | +21.7% |
| 3M | +18.7% | -23.5% | +42.2% | +20.0% |
| 6M | +33.1% | +25.7% | +7.3% | +30.9% |
| YTD | +24.3% | -3.4% | +27.7% | +22.8% |
| 1Y | +38.2% | +7.6% | +30.6% | +35.8% |
| 3Y | +21.1% | +423.6% | -402.5% | +16.9% |
| All | +21.1% | +423.6% | -402.5% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling