+48.6%
REGN vs GD
+100.7%
-52.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -5.9% | -1.9% | -4.0% | -5.4% |
| 30D | +22.7% | +10.9% | +11.8% | +19.4% |
| 3M | +13.5% | -6.8% | +20.3% | +15.5% |
| 6M | +28.5% | +7.0% | +21.5% | +25.9% |
| YTD | +19.1% | +11.1% | +8.0% | +14.9% |
| 1Y | +40.6% | +7.0% | +33.6% | +37.3% |
| 3Y | +15.7% | +59.9% | -44.2% | -2.2% |
| 5Y | +48.6% | +102.5% | -53.8% | +13.3% |
| All | +48.6% | +100.7% | -52.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling