-5.4%
REGN vs FHN
+129.5%
-134.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.2% |
| 3M | +28.0% | -0.7% | +28.7% | +27.9% |
| 6M | +1.2% | +10.6% | -9.5% | -0.8% |
| YTD | +1.6% | +4.6% | -3.0% | +0.5% |
| 1Y | +38.2% | +11.4% | +26.9% | +35.0% |
| 3Y | -5.4% | +132.3% | -137.6% | -15.8% |
| All | -5.4% | +129.5% | -134.9% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling