+97.5%
REGN vs GAP
+31.2%
+66.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.7% |
| 7D | -5.6% | -4.1% | -1.5% | -5.3% |
| 30D | -2.0% | +6.2% | -8.2% | -2.6% |
| 3M | +28.0% | -0.7% | +28.6% | +27.7% |
| 6M | +1.2% | -7.1% | +8.3% | +1.3% |
| YTD | +1.6% | -14.1% | +15.7% | +2.3% |
| 1Y | +38.2% | -8.5% | +46.7% | +38.2% |
| 3Y | -5.4% | +115.4% | -120.7% | -11.5% |
| 5Y | +21.3% | +9.8% | +11.4% | +15.1% |
| All | +97.5% | +31.2% | +66.2% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling