+116.0%
REGN vs FN
+763.2%
-647.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.5% |
| 7D | +5.3% | +20.8% | -15.4% | +3.4% |
| 30D | +26.3% | -17.3% | +43.6% | +27.9% |
| 3M | +19.3% | -38.1% | +57.5% | +23.8% |
| 6M | +31.8% | -44.2% | +76.1% | +36.9% |
| YTD | +23.7% | -22.3% | +46.0% | +21.8% |
| 1Y | +40.2% | -20.9% | +61.2% | +37.3% |
| 3Y | +20.2% | +111.1% | -90.9% | -1.6% |
| 5Y | +52.1% | +191.8% | -139.7% | +14.9% |
| All | +116.0% | +763.2% | -647.2% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling