+54.5%
REGN vs COMP
-14.2%
+68.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +4.6% |
| 7D | +3.1% | +2.2% | +0.9% | +2.9% |
| 30D | +25.8% | +16.3% | +9.4% | +24.8% |
| 3M | +20.5% | -19.1% | +39.7% | +21.5% |
| 6M | +35.0% | +17.1% | +17.8% | +33.4% |
| YTD | +24.8% | -2.9% | +27.7% | +23.7% |
| 1Y | +43.0% | +8.8% | +34.2% | +40.9% |
| 3Y | +21.2% | +423.5% | -402.3% | +10.2% |
| 5Y | +54.5% | -10.5% | +65.0% | +50.3% |
| All | +54.5% | -14.2% | +68.8% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling