-2.2%
REGN vs COMP
+214.1%
-216.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -5.2% | +0.8% | -6.1% | -5.3% |
| 30D | +0.1% | -13.9% | +13.9% | +0.8% |
| 3M | +31.2% | +30.7% | +0.5% | +29.1% |
| 6M | +3.6% | +18.7% | -15.1% | +1.9% |
| YTD | +5.0% | +1.0% | +4.0% | +3.7% |
| 1Y | +45.9% | +15.1% | +30.8% | +42.9% |
| All | -2.2% | +214.1% | -216.3% | -7.1% |
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 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