+3.6%
REGN vs FFIV
+43.7%
-40.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | +0.5% |
| 7D | -5.2% | +3.5% | -8.7% | -4.5% |
| 30D | +0.1% | -1.3% | +1.4% | 0.0% |
| 3M | +31.2% | +2.4% | +28.8% | +31.9% |
| 6M | +3.6% | +41.8% | -38.2% | +8.3% |
| All | +3.6% | +43.7% | -40.1% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling