+38.2%
REGN vs FN
+10.7%
+27.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.5% |
| 7D | -5.6% | +1.8% | -7.3% | -5.6% |
| 30D | -2.0% | -27.5% | +25.6% | -1.4% |
| 3M | +28.0% | -28.8% | +56.7% | +28.7% |
| 6M | +1.2% | -20.9% | +22.1% | +0.5% |
| YTD | +1.6% | -8.9% | +10.6% | +0.7% |
| 1Y | +38.2% | +14.5% | +23.8% | +34.6% |
| All | +38.2% | +10.7% | +27.5% | +34.6% |
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