+49.0%
REGN vs HIG
+12.7%
+36.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.2% |
| 7D | +14.4% | +6.2% | +8.2% | +12.1% |
| 30D | +28.1% | +9.4% | +18.7% | +24.4% |
| 3M | +22.5% | -2.3% | +24.8% | +24.4% |
| 6M | +31.6% | +4.2% | +27.4% | +28.9% |
| YTD | +21.0% | +1.6% | +19.5% | +20.6% |
| 1Y | +49.0% | +9.9% | +39.1% | +33.8% |
| All | +49.0% | +12.7% | +36.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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