+1,922.7%
REGN vs GPN
+2,494.3%
-571.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -4.3% | -1.3% | -4.1% |
| 30D | -2.0% | 0.0% | -2.0% | -2.1% |
| 3M | +28.0% | +35.8% | -7.9% | +14.0% |
| 6M | +1.2% | +22.0% | -20.9% | -7.3% |
| YTD | +1.6% | +15.2% | -13.6% | -6.0% |
| 1Y | +38.2% | +3.5% | +34.8% | +32.2% |
| 3Y | -5.4% | -26.9% | +21.6% | -1.3% |
| 5Y | +21.3% | -44.2% | +65.5% | +33.6% |
| 10Y | +105.2% | +27.3% | +77.9% | +39.4% |
| All | +1,922.7% | +2,494.3% | -571.6% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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