+21.9%
REGN vs FRSH
-72.5%
+94.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -6.6% | +1.0% | -5.2% |
| 30D | -2.0% | +2.1% | -4.1% | -2.1% |
| 3M | +28.0% | +29.0% | -1.0% | +25.9% |
| 6M | +1.2% | +48.6% | -47.5% | -1.6% |
| YTD | +1.6% | -2.9% | +4.6% | +1.5% |
| 1Y | +38.2% | -7.9% | +46.1% | +38.5% |
| 3Y | -5.4% | -46.5% | +41.2% | -3.1% |
| All | +21.9% | -72.5% | +94.4% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling