-5.4%
REGN vs FTI
+267.9%
-273.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.0% |
| 3M | +28.0% | +8.2% | +19.8% | +27.2% |
| 6M | +1.2% | +18.8% | -17.7% | -0.7% |
| YTD | +1.6% | +71.7% | -70.0% | -3.6% |
| 1Y | +38.2% | +90.0% | -51.8% | +29.9% |
| 3Y | -5.4% | +270.5% | -275.9% | -15.9% |
| All | -5.4% | +267.9% | -273.2% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling