+97.5%
REGN vs GD
+196.4%
-98.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -5.6% | -1.0% | -4.6% | -5.3% |
| 30D | -2.0% | -9.7% | +7.8% | +0.9% |
| 3M | +28.0% | -0.4% | +28.3% | +27.9% |
| 6M | +1.2% | +1.5% | -0.3% | +0.4% |
| YTD | +1.6% | +7.1% | -5.5% | -1.2% |
| 1Y | +38.2% | +9.9% | +28.4% | +33.1% |
| 3Y | -5.4% | +74.6% | -80.0% | -21.7% |
| 5Y | +21.3% | +96.1% | -74.8% | -3.9% |
| All | +97.5% | +196.4% | -98.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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