+38.2%
REGN vs FFIV
+26.0%
+12.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.0% |
| 7D | -5.6% | +5.4% | -11.0% | -4.8% |
| 30D | -2.0% | -2.7% | +0.7% | -2.2% |
| 3M | +28.0% | +4.5% | +23.4% | +28.9% |
| 6M | +1.2% | +42.2% | -41.1% | +5.5% |
| YTD | +1.6% | +61.3% | -59.7% | +7.2% |
| 1Y | +38.2% | +23.0% | +15.2% | +43.5% |
| All | +38.2% | +26.0% | +12.2% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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