+46.7%
REGN vs GAP
+1.5%
+45.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +4.2% | -4.5% | +8.7% | +4.8% |
| 30D | +7.8% | +9.0% | -1.2% | +6.2% |
| 3M | +31.8% | +5.0% | +26.8% | +30.4% |
| 6M | +5.4% | -17.8% | +23.2% | +7.5% |
| YTD | +7.7% | -10.4% | +18.0% | +7.6% |
| 1Y | +46.7% | -3.4% | +50.1% | +46.4% |
| All | +46.7% | +1.5% | +45.2% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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