+49.0%
REGN vs FN
-25.7%
+74.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.6% | -4.4% |
| 7D | +14.4% | -7.0% | +21.4% | +14.4% |
| 30D | +28.1% | -24.7% | +52.8% | +28.2% |
| 3M | +22.5% | -35.7% | +58.2% | +22.7% |
| 6M | +31.6% | -52.4% | +84.0% | +33.5% |
| YTD | +21.0% | -25.0% | +46.0% | +20.4% |
| 1Y | +49.0% | -25.7% | +74.6% | +50.4% |
| All | +49.0% | -25.7% | +74.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling