+38.2%
REGN vs FE
+11.2%
+27.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.6% | -1.4% | -4.2% | -5.3% |
| 30D | -2.0% | -1.9% | -0.1% | -1.6% |
| 3M | +28.0% | -0.2% | +28.1% | +27.5% |
| 6M | +1.2% | -7.1% | +8.2% | +2.7% |
| YTD | +1.6% | +6.1% | -4.5% | +3.2% |
| 1Y | +38.2% | +10.1% | +28.2% | +46.4% |
| All | +38.2% | +11.2% | +27.0% | +46.4% |
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