-2.2%
REGN vs FIVE
+52.3%
-54.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | -5.2% | +1.7% | -6.9% | -5.4% |
| 30D | +0.1% | +5.0% | -4.9% | -0.6% |
| 3M | +31.2% | +29.5% | +1.7% | +27.0% |
| 6M | +3.6% | +12.4% | -8.8% | +1.6% |
| YTD | +5.0% | +31.2% | -26.2% | +0.9% |
| 1Y | +45.9% | +72.9% | -27.0% | +35.1% |
| All | -2.2% | +52.3% | -54.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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