+4,440.2%
REGN vs FDS
+8,159.2%
-3,719.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -5.6% | -14.0% | +8.4% | -0.6% |
| 30D | -2.0% | -6.2% | +4.3% | 0.0% |
| 3M | +28.0% | +10.2% | +17.8% | +22.2% |
| 6M | +1.2% | +27.4% | -26.3% | -10.1% |
| YTD | +1.6% | -9.3% | +10.9% | +0.9% |
| 1Y | +38.2% | -28.6% | +66.9% | +48.5% |
| 3Y | -5.4% | -36.8% | +31.5% | +4.9% |
| 5Y | +21.3% | -28.6% | +49.9% | +26.4% |
| 10Y | +105.2% | +64.1% | +41.1% | +48.7% |
| All | +4,440.2% | +8,159.2% | -3,719.0% | +805.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling