+97.5%
REGN vs FHN
+128.3%
-30.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.6% | -1.2% | -4.4% | -5.4% |
| 30D | -2.0% | -4.8% | +2.8% | -1.4% |
| 3M | +28.0% | -0.7% | +28.7% | +27.9% |
| 6M | +1.2% | +10.6% | -9.5% | -0.1% |
| YTD | +1.6% | +4.6% | -3.0% | +0.9% |
| 1Y | +38.2% | +11.4% | +26.9% | +36.1% |
| 3Y | -5.4% | +132.3% | -137.6% | -14.9% |
| 5Y | +21.3% | +90.2% | -68.9% | +9.4% |
| All | +97.5% | +128.3% | -30.9% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling