+31.8%
REGN vs COMP
+15.4%
+16.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.7% |
| 7D | +5.3% | +8.9% | -3.5% | +5.0% |
| 30D | +26.3% | +14.0% | +12.3% | +25.4% |
| 3M | +19.3% | -21.1% | +40.5% | +21.0% |
| 6M | +31.8% | +20.1% | +11.7% | +27.6% |
| All | +31.8% | +15.4% | +16.4% | +27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling