+75.9%
REGN vs COMP
-47.7%
+123.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +4.2% | +1.4% | +2.9% | +4.1% |
| 30D | +7.8% | -13.3% | +21.1% | +8.5% |
| 3M | +31.8% | +41.1% | -9.3% | +29.6% |
| 6M | +5.4% | +17.2% | -11.8% | +4.0% |
| YTD | +7.7% | +5.2% | +2.4% | +6.5% |
| 1Y | +46.7% | +18.9% | +27.7% | +44.2% |
| 3Y | +0.5% | +215.9% | -215.4% | -6.4% |
| 5Y | +22.9% | -31.2% | +54.1% | +16.4% |
| All | +75.9% | -47.7% | +123.6% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling