+49.0%
REGN vs FDS
+31.1%
+17.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.5% |
| 7D | +14.4% | +9.4% | +5.0% | +14.1% |
| 30D | +28.1% | +23.8% | +4.3% | +27.5% |
| 3M | +22.5% | +25.1% | -2.6% | +21.9% |
| 6M | +31.6% | +53.8% | -22.2% | +32.0% |
| YTD | +21.0% | +19.6% | +1.5% | +27.7% |
| 1Y | +49.0% | +31.6% | +17.3% | +48.5% |
| All | +49.0% | +31.1% | +17.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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