+49.0%
REGN vs FE
+6.1%
+42.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +14.4% | +1.7% | +12.8% | +13.9% |
| 30D | +28.1% | +8.1% | +20.0% | +25.4% |
| 3M | +22.5% | -1.3% | +23.8% | +22.6% |
| 6M | +31.6% | +2.9% | +28.7% | +30.3% |
| YTD | +21.0% | +8.6% | +12.5% | +21.0% |
| 1Y | +49.0% | +6.3% | +42.6% | +51.9% |
| All | +49.0% | +6.1% | +42.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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