+4,277.3%
REGN vs GD
+25,840.3%
-21,563.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | -5.9% | -1.9% | -4.0% | -5.1% |
| 30D | +22.7% | +10.9% | +11.8% | +17.8% |
| 3M | +13.5% | -6.8% | +20.3% | +16.5% |
| 6M | +28.5% | +7.0% | +21.5% | +24.6% |
| YTD | +19.1% | +11.1% | +8.0% | +12.8% |
| 1Y | +40.6% | +7.0% | +33.6% | +35.2% |
| 3Y | +15.7% | +59.9% | -44.2% | -6.4% |
| 5Y | +48.6% | +102.5% | -53.8% | +7.7% |
| 10Y | +118.6% | +174.0% | -55.4% | +32.3% |
| All | +4,277.3% | +25,840.3% | -21,563.0% | +962.3% |
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 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