+11,546.7%
REGN vs FFIV
+7,795.2%
+3,751.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.2% |
| 7D | -5.2% | +3.5% | -8.7% | -5.9% |
| 30D | +0.1% | -1.3% | +1.4% | +0.2% |
| 3M | +31.2% | +2.4% | +28.8% | +29.9% |
| 6M | +3.6% | +41.8% | -38.2% | -5.3% |
| YTD | +5.0% | +58.5% | -53.5% | -6.8% |
| 1Y | +45.9% | +24.3% | +21.5% | +35.9% |
| 3Y | -1.9% | +152.0% | -153.9% | -23.3% |
| 5Y | +26.2% | +99.1% | -72.9% | +2.3% |
| 10Y | +112.1% | +242.8% | -130.7% | +46.4% |
| All | +11,546.7% | +7,795.2% | +3,751.5% | +3,963.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling