+46.7%
REGN vs FE
+11.4%
+35.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +4.2% | +1.9% | +2.3% | +3.8% |
| 30D | +7.8% | -1.2% | +9.0% | +8.0% |
| 3M | +31.8% | +3.5% | +28.3% | +30.4% |
| 6M | +5.4% | -6.1% | +11.4% | +6.9% |
| YTD | +7.7% | +7.6% | 0.0% | +8.6% |
| 1Y | +46.7% | +11.9% | +34.8% | +50.0% |
| All | +46.7% | +11.4% | +35.2% | +50.0% |
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