+38.2%
REGN vs D
+13.5%
+24.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.6% |
| 7D | -5.6% | -2.2% | -3.3% | -5.9% |
| 30D | -2.0% | -4.5% | +2.5% | -2.7% |
| 3M | +28.0% | -2.5% | +30.5% | +27.4% |
| 6M | +1.2% | +5.5% | -4.4% | +3.2% |
| YTD | +1.6% | +13.3% | -11.6% | +4.9% |
| 1Y | +38.2% | +11.8% | +26.4% | +44.4% |
| All | +38.2% | +13.5% | +24.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling