+54.5%
REGN vs FN
+212.0%
-157.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.9% | -1.1% | +4.4% |
| 7D | +3.1% | +8.0% | -4.9% | +2.6% |
| 30D | +25.8% | -19.1% | +44.9% | +26.9% |
| 3M | +20.5% | -29.8% | +50.3% | +22.3% |
| 6M | +35.0% | -43.2% | +78.1% | +38.2% |
| YTD | +24.8% | -18.9% | +43.7% | +23.1% |
| 1Y | +43.0% | -17.9% | +60.8% | +40.6% |
| 3Y | +21.2% | +120.1% | -98.9% | +5.1% |
| 5Y | +54.5% | +206.7% | -152.1% | +23.5% |
| All | +54.5% | +212.0% | -157.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling