-1.5%
REGN vs GD
+72.8%
-74.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.6% | -3.5% | +1.8% | -1.0% |
| 30D | +3.4% | -9.0% | +12.5% | +5.4% |
| 3M | +32.7% | +5.1% | +27.6% | +31.3% |
| 6M | +6.9% | -1.0% | +7.9% | +7.7% |
| YTD | +5.4% | +7.3% | -1.9% | +3.4% |
| 1Y | +45.8% | +12.4% | +33.4% | +40.3% |
| 3Y | -1.5% | +73.7% | -75.2% | -9.7% |
| All | -1.5% | +72.8% | -74.3% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling