+97.5%
REGN vs GWRE
+131.0%
-33.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -13.2% | +7.7% | -3.7% |
| 30D | -2.0% | -18.6% | +16.6% | +0.3% |
| 3M | +28.0% | +18.9% | +9.1% | +23.3% |
| 6M | +1.2% | -11.0% | +12.1% | +0.7% |
| YTD | +1.6% | -29.9% | +31.5% | +5.0% |
| 1Y | +38.2% | -44.3% | +82.6% | +48.7% |
| 3Y | -5.4% | +51.7% | -57.0% | -20.3% |
| 5Y | +21.3% | +15.4% | +5.8% | +7.6% |
| All | +97.5% | +131.0% | -33.5% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling