+30.9%
REGN vs FRMI
-78.1%
+109.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.5% |
| 7D | -5.6% | +7.4% | -13.0% | -5.6% |
| 30D | -2.0% | -27.6% | +25.7% | -1.9% |
| 3M | +28.0% | -20.9% | +48.8% | +27.7% |
| 6M | +1.2% | -36.6% | +37.7% | +1.2% |
| YTD | +1.6% | -31.3% | +32.9% | +1.1% |
| All | +30.9% | -78.1% | +109.0% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling