+33.1%
REGN vs FN
-49.7%
+82.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.8% | +0.2% |
| 7D | +5.7% | +0.3% | +5.4% | +5.8% |
| 30D | +22.8% | -16.5% | +39.3% | +21.8% |
| 3M | +18.7% | -42.1% | +60.8% | +16.2% |
| 6M | +33.1% | -52.9% | +86.0% | +30.3% |
| All | +33.1% | -49.7% | +82.8% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling