+3,759.3%
REGN vs GPC
+2,363.0%
+1,396.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -5.2% | -0.6% | -4.6% | -4.9% |
| 30D | +0.1% | +1.3% | -1.2% | -0.6% |
| 3M | +31.2% | +37.1% | -5.9% | +11.4% |
| 6M | +3.6% | +23.2% | -19.6% | -7.6% |
| YTD | +5.0% | +13.1% | -8.0% | -3.6% |
| 1Y | +45.9% | +0.9% | +45.0% | +41.6% |
| 3Y | -1.9% | -0.8% | -1.0% | -8.3% |
| 5Y | +26.2% | +31.1% | -4.9% | -1.7% |
| 10Y | +112.1% | +87.4% | +24.7% | +18.0% |
| All | +3,759.3% | +2,363.0% | +1,396.2% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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