+154.0%
REGN vs FWONK
+276.9%
-122.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | -7.7% | +5.8% | -0.5% |
| 3M | +28.0% | +5.7% | +22.2% | +26.5% |
| 6M | +1.2% | +13.5% | -12.3% | -1.4% |
| YTD | +1.6% | -3.0% | +4.6% | +1.7% |
| 1Y | +38.2% | -6.4% | +44.7% | +39.1% |
| 3Y | -5.4% | +43.8% | -49.2% | -13.5% |
| 5Y | +21.3% | +98.6% | -77.3% | +3.2% |
| 10Y | +105.2% | +340.0% | -234.8% | +41.6% |
| All | +154.0% | +276.9% | -122.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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