+46.7%
REGN vs FTI
+108.8%
-62.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +4.2% | +5.3% | -1.1% | +4.6% |
| 30D | +7.8% | +15.3% | -7.5% | +8.9% |
| 3M | +31.8% | +15.8% | +16.0% | +33.0% |
| 6M | +5.4% | +22.6% | -17.2% | +4.8% |
| YTD | +7.7% | +79.5% | -71.9% | +6.0% |
| 1Y | +46.7% | +102.0% | -55.3% | +44.3% |
| All | +46.7% | +108.8% | -62.1% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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