+2,741.7%
REGN vs GNRC
+2,082.9%
+658.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.0% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -2.0% | -15.7% | +13.8% | +0.7% |
| 3M | +28.0% | -27.3% | +55.3% | +33.6% |
| 6M | +1.2% | -12.1% | +13.2% | +1.4% |
| YTD | +1.6% | +37.1% | -35.5% | -6.2% |
| 1Y | +38.2% | -0.5% | +38.7% | +34.2% |
| 3Y | -5.4% | +61.5% | -66.9% | -18.1% |
| 5Y | +21.3% | -58.6% | +79.8% | +29.1% |
| 10Y | +105.2% | +446.3% | -341.1% | +8.0% |
| All | +2,741.7% | +2,082.9% | +658.8% | +669.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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