+97.5%
REGN vs FTI
+305.3%
-207.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -5.6% | -4.4% | -1.2% | -5.3% |
| 30D | -2.0% | +1.5% | -3.4% | -2.1% |
| 3M | +28.0% | +8.2% | +19.8% | +27.2% |
| 6M | +1.2% | +18.8% | -17.7% | -0.3% |
| YTD | +1.6% | +71.7% | -70.0% | -2.3% |
| 1Y | +38.2% | +90.0% | -51.8% | +31.8% |
| 3Y | -5.4% | +270.5% | -275.9% | -14.4% |
| 5Y | +21.3% | +1,084.5% | -1,063.3% | +0.4% |
| All | +97.5% | +305.3% | -207.8% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling