+97.5%
REGN vs GSK
+80.1%
+17.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -3.5% | -2.1% | -4.1% |
| 30D | -2.0% | -3.4% | +1.5% | -0.4% |
| 3M | +28.0% | -8.1% | +36.1% | +32.6% |
| 6M | +1.2% | -11.1% | +12.3% | +6.2% |
| YTD | +1.6% | +0.7% | +0.9% | +0.8% |
| 1Y | +38.2% | +20.1% | +18.1% | +26.5% |
| 3Y | -5.4% | +46.1% | -51.5% | -22.5% |
| 5Y | +21.3% | +48.2% | -27.0% | -3.5% |
| All | +97.5% | +80.1% | +17.4% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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