+97.5%
REGN vs FLUT
-9.3%
+106.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.5% |
| 7D | -5.6% | +0.4% | -6.0% | -5.6% |
| 30D | -2.0% | +2.5% | -4.5% | -2.1% |
| 3M | +28.0% | -9.2% | +37.2% | +28.2% |
| 6M | +1.2% | -8.2% | +9.4% | +1.3% |
| YTD | +1.6% | -53.2% | +54.9% | +4.1% |
| 1Y | +38.2% | -65.6% | +103.8% | +43.3% |
| 3Y | -5.4% | -43.6% | +38.2% | -4.3% |
| 5Y | +21.3% | -50.3% | +71.6% | +21.2% |
| All | +97.5% | -9.3% | +106.8% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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