+23.4%
REGN vs GRMN
+81.6%
-58.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -2.3% |
| 7D | -5.6% | +2.4% | -8.0% | -6.0% |
| 30D | -2.0% | -8.5% | +6.5% | -0.4% |
| 3M | +28.0% | +19.5% | +8.5% | +23.2% |
| 6M | +1.2% | +21.2% | -20.0% | -3.1% |
| YTD | +1.6% | +41.0% | -39.4% | -5.6% |
| 1Y | +38.2% | +19.6% | +18.7% | +32.2% |
| 3Y | -5.4% | +183.8% | -189.2% | -27.4% |
| All | +23.4% | +81.6% | -58.3% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling