+7,421.4%
REGN vs FE
+556.9%
+6,864.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.6% | +0.6% | -2.3% | -1.8% |
| 30D | +3.4% | -2.1% | +5.6% | +4.1% |
| 3M | +32.7% | +2.6% | +30.1% | +31.5% |
| 6M | +6.9% | -6.8% | +13.7% | +9.1% |
| YTD | +5.4% | +6.9% | -1.5% | +3.0% |
| 1Y | +45.8% | +11.6% | +34.3% | +40.5% |
| 3Y | -1.5% | +47.7% | -49.2% | -13.8% |
| 5Y | +22.2% | +46.2% | -24.0% | +6.0% |
| 10Y | +103.6% | +109.2% | -5.6% | +47.5% |
| All | +7,421.4% | +556.9% | +6,864.5% | +5,813.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling