+23.4%
REGN vs FITB
+68.5%
-45.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +28.0% | +3.2% | +24.8% | +26.9% |
| 6M | +1.2% | +23.4% | -22.3% | -3.7% |
| YTD | +1.6% | +18.8% | -17.2% | -2.7% |
| 1Y | +38.2% | +25.0% | +13.3% | +30.7% |
| 3Y | -5.4% | +131.2% | -136.6% | -21.7% |
| All | +23.4% | +68.5% | -45.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling