+3,086.0%
REGN vs GME
+1,205.5%
+1,880.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.7% |
| 7D | -5.6% | +10.4% | -16.0% | -6.1% |
| 30D | -2.0% | +14.1% | -16.0% | -2.7% |
| 3M | +28.0% | -4.6% | +32.6% | +28.2% |
| 6M | +1.2% | -13.5% | +14.7% | +1.8% |
| YTD | +1.6% | +5.3% | -3.7% | +1.1% |
| 1Y | +38.2% | -14.9% | +53.1% | +39.0% |
| 3Y | -5.4% | +24.3% | -29.6% | -13.9% |
| 5Y | +21.3% | -55.6% | +76.8% | +12.8% |
| 10Y | +105.2% | +288.5% | -183.3% | -11.8% |
| All | +3,086.0% | +1,205.5% | +1,880.6% | +763.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling