+38.2%
REGN vs GTLB
-4.2%
+42.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -5.6% |
| 30D | -2.0% | +15.1% | -17.1% | -1.6% |
| 3M | +28.0% | +65.5% | -37.5% | +30.1% |
| 6M | +1.2% | +102.9% | -101.7% | +4.1% |
| YTD | +1.6% | +25.2% | -23.6% | +4.7% |
| 1Y | +38.2% | -5.5% | +43.8% | +39.8% |
| All | +38.2% | -4.2% | +42.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling