+26.2%
REGN vs GD
+91.1%
-64.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -5.2% | -3.1% | -2.1% | -4.5% |
| 30D | +0.1% | -10.9% | +11.0% | +3.0% |
| 3M | +31.2% | +2.5% | +28.8% | +30.2% |
| 6M | +3.6% | -1.7% | +5.3% | +4.1% |
| YTD | +5.0% | +6.1% | -1.1% | +2.8% |
| 1Y | +45.9% | +11.7% | +34.2% | +39.9% |
| 3Y | -1.9% | +71.8% | -73.6% | -18.1% |
| 5Y | +26.2% | +92.2% | -66.0% | +2.7% |
| All | +26.2% | +91.1% | -64.9% | +2.7% |
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 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