+49.0%
REGN vs FRMI
-93.1%
+142.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.6% | +6.2% | -4.7% |
| 7D | +14.4% | -39.7% | +54.2% | +12.8% |
| 30D | +28.1% | -55.2% | +83.3% | +25.6% |
| 3M | +22.5% | -71.2% | +93.7% | +19.2% |
| 6M | +31.6% | -64.1% | +95.7% | +28.4% |
| YTD | +21.0% | -77.2% | +98.3% | +18.0% |
| 1Y | +49.0% | -93.2% | +142.1% | +35.8% |
| All | +49.0% | -93.1% | +142.1% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling