+3,306.2%
REGN vs FN
+3,620.5%
-314.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.3% |
| 7D | +4.2% | -1.7% | +5.9% | +4.4% |
| 30D | +7.8% | -22.0% | +29.8% | +10.7% |
| 3M | +31.8% | -43.0% | +74.8% | +39.7% |
| 6M | +5.4% | -27.7% | +33.1% | +6.8% |
| YTD | +7.7% | -10.5% | +18.2% | +5.2% |
| 1Y | +46.7% | +12.5% | +34.2% | +37.7% |
| 3Y | +0.5% | +153.8% | -153.3% | -20.6% |
| 5Y | +22.9% | +288.0% | -265.1% | -12.2% |
| 10Y | +115.0% | +906.4% | -791.4% | +24.5% |
| All | +3,306.2% | +3,620.5% | -314.4% | +1,421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling