+2,736.4%
REGN vs FLR
+579.2%
+2,157.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -5.6% | -3.5% | -2.1% | -4.9% |
| 30D | -2.0% | +4.2% | -6.1% | -2.8% |
| 3M | +28.0% | +8.1% | +19.9% | +24.8% |
| 6M | +1.2% | +21.5% | -20.4% | -4.6% |
| YTD | +1.6% | +36.8% | -35.1% | -6.9% |
| 1Y | +38.2% | +31.2% | +7.0% | +27.0% |
| 3Y | -5.4% | +53.9% | -59.2% | -20.4% |
| 5Y | +21.3% | +243.0% | -221.8% | -18.8% |
| 10Y | +105.2% | +18.8% | +86.4% | +48.3% |
| All | +2,736.4% | +579.2% | +2,157.1% | +882.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling