+23.4%
REGN vs GME
-56.3%
+79.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.6% |
| 7D | -5.6% | +10.4% | -16.0% | -5.9% |
| 30D | -2.0% | +14.1% | -16.0% | -2.4% |
| 3M | +28.0% | -4.6% | +32.6% | +28.1% |
| 6M | +1.2% | -13.5% | +14.7% | +1.5% |
| YTD | +1.6% | +5.3% | -3.7% | +1.3% |
| 1Y | +38.2% | -14.9% | +53.1% | +38.7% |
| 3Y | -5.4% | +24.3% | -29.6% | -12.1% |
| All | +23.4% | -56.3% | +79.7% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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