+40.5%
REGN vs FANG
+32.3%
+8.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -2.5% | -15.6% | +13.1% | -3.8% |
| 30D | +21.9% | -2.9% | +24.8% | +21.8% |
| 3M | +17.3% | -5.1% | +22.4% | +17.2% |
| 6M | +25.8% | -7.3% | +33.0% | +25.1% |
| YTD | +17.6% | +21.1% | -3.5% | +19.3% |
| 1Y | +40.5% | +30.2% | +10.3% | +48.3% |
| All | +40.5% | +32.3% | +8.2% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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