+97.5%
REGN vs FITB
+290.8%
-193.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -5.6% | -0.3% | -5.3% | -5.5% |
| 30D | -2.0% | -5.7% | +3.7% | -1.1% |
| 3M | +28.0% | +3.2% | +24.8% | +27.2% |
| 6M | +1.2% | +23.4% | -22.3% | -2.2% |
| YTD | +1.6% | +18.8% | -17.2% | -1.3% |
| 1Y | +38.2% | +25.0% | +13.3% | +33.2% |
| 3Y | -5.4% | +131.2% | -136.6% | -16.7% |
| 5Y | +21.3% | +70.7% | -49.4% | +9.7% |
| All | +97.5% | +290.8% | -193.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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