+49.0%
REGN vs GAP
+10.4%
+38.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.0% | -12.4% | -4.9% |
| 7D | +14.4% | +8.0% | +6.5% | +13.7% |
| 30D | +28.1% | +2.7% | +25.4% | +27.9% |
| 3M | +22.5% | +16.0% | +6.5% | +20.1% |
| 6M | +31.6% | +2.0% | +29.6% | +30.3% |
| YTD | +21.0% | -4.4% | +25.5% | +20.1% |
| 1Y | +49.0% | +9.2% | +39.8% | +44.3% |
| All | +49.0% | +10.4% | +38.5% | +44.3% |
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