+23.4%
REGN vs HBM
+327.6%
-304.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.6% | -3.3% | -2.3% | -5.4% |
| 30D | -2.0% | -4.8% | +2.9% | -1.7% |
| 3M | +28.0% | -0.4% | +28.4% | +27.5% |
| 6M | +1.2% | +17.9% | -16.7% | -1.4% |
| YTD | +1.6% | +33.7% | -32.1% | -2.3% |
| 1Y | +38.2% | +95.6% | -57.4% | +28.0% |
| 3Y | -5.4% | +458.1% | -463.5% | -21.8% |
| All | +23.4% | +327.6% | -304.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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