+23.4%
REGN vs GWW
+222.0%
-198.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.6% | -3.4% | -2.2% | -4.8% |
| 30D | -2.0% | -1.9% | 0.0% | -1.6% |
| 3M | +28.0% | -2.4% | +30.3% | +28.4% |
| 6M | +1.2% | +15.7% | -14.6% | -2.7% |
| YTD | +1.6% | +27.6% | -26.0% | -4.7% |
| 1Y | +38.2% | +27.2% | +11.1% | +29.7% |
| 3Y | -5.4% | +89.7% | -95.0% | -19.4% |
| All | +23.4% | +222.0% | -198.6% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling