+35.2%
REGN vs FGI
-69.1%
+104.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -5.2% | +14.7% | -19.9% | -5.2% |
| 30D | +0.1% | +67.0% | -66.9% | -0.1% |
| 3M | +31.2% | +31.0% | +0.2% | +31.0% |
| 6M | +3.6% | +126.8% | -123.2% | +3.6% |
| YTD | +5.0% | +35.6% | -30.6% | +5.0% |
| 1Y | +45.9% | +108.9% | -63.1% | +46.3% |
| 3Y | -1.9% | -0.3% | -1.6% | -0.2% |
| All | +35.2% | -69.1% | +104.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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