+115.2%
REGN vs FND
+56.5%
+58.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -5.6% | -5.8% | +0.2% | -4.8% |
| 30D | -2.0% | -20.2% | +18.3% | +1.3% |
| 3M | +28.0% | -12.0% | +39.9% | +29.8% |
| 6M | +1.2% | -18.5% | +19.7% | +3.3% |
| YTD | +1.6% | -22.3% | +23.9% | +4.1% |
| 1Y | +38.2% | -47.6% | +85.9% | +49.9% |
| 3Y | -5.4% | -49.8% | +44.4% | +1.2% |
| 5Y | +21.3% | -63.0% | +84.2% | +30.9% |
| All | +115.2% | +56.5% | +58.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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