+2,335.7%
REGN vs GRMN
+6,537.4%
-4,201.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.0% | -1.8% | -4.2% | -5.4% |
| 30D | -0.4% | -12.1% | +11.7% | +3.5% |
| 3M | +32.0% | +18.0% | +14.0% | +24.7% |
| 6M | +3.0% | +13.7% | -10.7% | -1.9% |
| YTD | +3.2% | +35.3% | -32.1% | -7.2% |
| 1Y | +43.4% | +17.2% | +26.2% | +34.2% |
| 3Y | -3.6% | +179.6% | -183.2% | -33.8% |
| 5Y | +23.1% | +75.6% | -52.5% | -3.6% |
| 10Y | +108.3% | +644.2% | -535.9% | +0.1% |
| All | +2,335.7% | +6,537.4% | -4,201.7% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling