-1.9%
REGN vs FN
+172.6%
-174.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -1.6% | +3.5% | -5.2% | -1.8% |
| 30D | +3.4% | -26.0% | +29.4% | +4.8% |
| 3M | +32.7% | -33.3% | +66.0% | +35.0% |
| 6M | +6.9% | -14.9% | +21.9% | +6.1% |
| YTD | +5.4% | -8.6% | +13.9% | +3.8% |
| 1Y | +45.8% | +12.3% | +33.5% | +40.9% |
| All | -1.9% | +172.6% | -174.5% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling