+46.7%
REGN vs GWRE
-25.4%
+72.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -19.9% | +18.1% | -1.8% |
| 7D | +4.2% | -21.1% | +25.3% | +4.3% |
| 30D | +7.8% | +1.3% | +6.5% | +7.9% |
| 3M | +31.8% | +7.4% | +24.4% | +30.5% |
| 6M | +5.4% | +5.6% | -0.2% | +5.3% |
| YTD | +7.7% | -19.2% | +26.8% | +10.5% |
| 1Y | +46.7% | -25.1% | +71.8% | +50.2% |
| All | +46.7% | -25.4% | +72.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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