+88.9%
REGN vs FOXA
+92.4%
-3.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.6% |
| 7D | -5.6% | +0.8% | -6.4% | -5.7% |
| 30D | -2.0% | +5.0% | -7.0% | -2.5% |
| 3M | +28.0% | -3.0% | +31.0% | +27.9% |
| 6M | +1.2% | +14.8% | -13.6% | -0.8% |
| YTD | +1.6% | -8.9% | +10.6% | +2.1% |
| 1Y | +38.2% | +13.3% | +24.9% | +35.3% |
| 3Y | -5.4% | +115.4% | -120.8% | -13.7% |
| 5Y | +21.3% | +95.3% | -74.0% | +10.8% |
| All | +88.9% | +92.4% | -3.5% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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