-1.5%
REGN vs FICO
+3.2%
-4.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.6% | -15.4% | +13.8% | -1.0% |
| 30D | +3.4% | -10.4% | +13.8% | +3.9% |
| 3M | +32.7% | -22.7% | +55.4% | +33.4% |
| 6M | +6.9% | -36.8% | +43.7% | +9.0% |
| YTD | +5.4% | -44.8% | +50.2% | +8.4% |
| 1Y | +45.8% | -39.3% | +85.2% | +48.9% |
| 3Y | -1.5% | +3.7% | -5.3% | -4.5% |
| All | -1.5% | +3.2% | -4.7% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling