+97.5%
REGN vs GRMN
+677.8%
-580.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -2.6% |
| 7D | -5.6% | +2.4% | -8.0% | -6.2% |
| 30D | -2.0% | -8.5% | +6.5% | +0.3% |
| 3M | +28.0% | +19.5% | +8.5% | +21.2% |
| 6M | +1.2% | +21.2% | -20.0% | -4.9% |
| YTD | +1.6% | +41.0% | -39.4% | -8.7% |
| 1Y | +38.2% | +19.6% | +18.7% | +29.5% |
| 3Y | -5.4% | +183.8% | -189.2% | -35.2% |
| 5Y | +21.3% | +83.0% | -61.7% | -4.0% |
| All | +97.5% | +677.8% | -580.3% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling