+23.4%
REGN vs GH
+20.8%
+2.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.4% |
| 7D | -5.6% | -2.5% | -3.1% | -5.4% |
| 30D | -2.0% | -4.7% | +2.7% | -1.7% |
| 3M | +28.0% | +20.2% | +7.7% | +26.2% |
| 6M | +1.2% | +78.8% | -77.6% | -2.9% |
| YTD | +1.6% | +54.1% | -52.4% | -1.7% |
| 1Y | +38.2% | +177.1% | -138.8% | +28.4% |
| 3Y | -5.4% | +371.6% | -377.0% | -17.4% |
| All | +23.4% | +20.8% | +2.6% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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