+23.1%
REGN vs FE
+47.9%
-24.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -6.0% | -1.7% | -4.3% | -5.6% |
| 30D | -0.4% | -1.3% | +0.9% | -0.1% |
| 3M | +32.0% | +0.6% | +31.4% | +31.6% |
| 6M | +3.0% | -6.8% | +9.9% | +4.7% |
| YTD | +3.2% | +6.4% | -3.2% | +1.4% |
| 1Y | +43.4% | +11.3% | +32.2% | +39.4% |
| 3Y | -3.6% | +47.1% | -50.7% | -13.2% |
| 5Y | +23.1% | +50.4% | -27.3% | +4.0% |
| All | +23.1% | +47.9% | -24.8% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling