+3,855.2%
REGN vs GD
+25,149.7%
-21,294.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | +4.2% | -5.3% | +9.5% | +6.4% |
| 30D | +7.8% | -6.4% | +14.2% | +10.6% |
| 3M | +31.8% | +5.7% | +26.1% | +28.6% |
| 6M | +5.4% | -0.9% | +6.3% | +5.0% |
| YTD | +7.7% | +8.2% | -0.5% | +3.1% |
| 1Y | +46.7% | +13.4% | +33.2% | +37.5% |
| 3Y | +0.5% | +68.5% | -68.0% | -20.7% |
| 5Y | +22.9% | +97.2% | -74.2% | -10.1% |
| 10Y | +115.0% | +190.2% | -75.2% | +27.1% |
| All | +3,855.2% | +25,149.7% | -21,294.6% | +870.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling