+49.0%
REGN vs FTI
+57.1%
-8.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -4.6% |
| 7D | +14.4% | -9.7% | +24.1% | +13.4% |
| 30D | +28.1% | -8.2% | +36.3% | +27.3% |
| 3M | +22.5% | -7.8% | +30.3% | +21.9% |
| 6M | +31.6% | -13.4% | +45.0% | +31.0% |
| YTD | +21.0% | +45.1% | -24.0% | +10.3% |
| 1Y | +49.0% | +54.6% | -5.6% | +40.9% |
| All | +49.0% | +57.1% | -8.1% | +40.9% |
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