-5.4%
REGN vs FRSH
-46.4%
+41.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -6.6% | +1.0% | -5.3% |
| 30D | -2.0% | +2.1% | -4.1% | -2.1% |
| 3M | +28.0% | +29.0% | -1.0% | +26.5% |
| 6M | +1.2% | +48.6% | -47.5% | -0.9% |
| YTD | +1.6% | -2.9% | +4.6% | +2.5% |
| 1Y | +38.2% | -7.9% | +46.1% | +39.8% |
| 3Y | -5.4% | -46.5% | +41.2% | -3.3% |
| All | -5.4% | -46.4% | +41.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling