-5.4%
REGN vs HDB
-26.2%
+20.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.9% | -8.4% | -2.8% |
| 7D | -5.6% | +0.7% | -6.3% | -5.7% |
| 30D | -2.0% | +1.0% | -2.9% | -2.2% |
| 3M | +28.0% | -2.0% | +29.9% | +28.1% |
| 6M | +1.2% | -18.1% | +19.3% | +4.7% |
| YTD | +1.6% | -36.1% | +37.8% | +10.2% |
| 1Y | +38.2% | -34.0% | +72.3% | +49.2% |
| 3Y | -5.4% | -26.7% | +21.3% | -0.3% |
| All | -5.4% | -26.2% | +20.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling