+3,690.5%
REGN vs GAP
+1,015.4%
+2,675.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -6.0% | -6.3% | +0.4% | -4.8% |
| 30D | -0.4% | -0.2% | -0.1% | -0.7% |
| 3M | +32.0% | 0.0% | +32.0% | +31.3% |
| 6M | +3.0% | -8.1% | +11.1% | +3.6% |
| YTD | +3.2% | -16.5% | +19.6% | +5.1% |
| 1Y | +43.4% | -10.5% | +53.9% | +43.7% |
| 3Y | -3.6% | +104.0% | -107.6% | -22.1% |
| 5Y | +23.1% | +6.8% | +16.3% | +6.3% |
| 10Y | +108.3% | +26.9% | +81.4% | +45.2% |
| All | +3,690.5% | +1,015.4% | +2,675.1% | +1,056.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling