+3,690.5%
REGN vs FHN
+1,630.0%
+2,060.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -6.0% | -0.8% | -5.2% | -5.8% |
| 30D | -0.4% | -2.6% | +2.3% | +0.2% |
| 3M | +32.0% | +0.8% | +31.2% | +31.5% |
| 6M | +3.0% | +9.2% | -6.2% | +0.5% |
| YTD | +3.2% | +5.1% | -1.9% | +1.4% |
| 1Y | +43.4% | +12.2% | +31.2% | +38.3% |
| 3Y | -3.6% | +132.4% | -136.0% | -25.0% |
| 5Y | +23.1% | +91.1% | -68.0% | -4.9% |
| 10Y | +108.3% | +128.5% | -20.2% | +35.4% |
| All | +3,690.5% | +1,630.0% | +2,060.5% | +972.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling