+112.1%
REGN vs FICO
+647.8%
-535.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.7% | -1.2% |
| 7D | -5.2% | -10.6% | +5.4% | -3.7% |
| 30D | +0.1% | -6.3% | +6.4% | +0.8% |
| 3M | +31.2% | -19.7% | +51.0% | +34.6% |
| 6M | +3.6% | -31.8% | +35.4% | +8.4% |
| YTD | +5.0% | -41.8% | +46.9% | +13.1% |
| 1Y | +45.9% | -36.4% | +82.3% | +53.2% |
| 3Y | -1.9% | +9.3% | -11.1% | -12.9% |
| 5Y | +26.2% | +113.0% | -86.8% | -8.6% |
| 10Y | +112.1% | +665.4% | -553.4% | -4.8% |
| All | +112.1% | +647.8% | -535.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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