+6,027.1%
REGN vs HIG
+986.0%
+5,041.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +28.0% | +6.7% | +21.3% | +26.3% |
| 6M | +1.2% | +2.0% | -0.8% | +0.7% |
| YTD | +1.6% | +0.3% | +1.4% | +1.4% |
| 1Y | +38.2% | +4.2% | +34.1% | +36.9% |
| 3Y | -5.4% | +102.2% | -107.6% | -17.8% |
| 5Y | +21.3% | +118.5% | -97.2% | +3.1% |
| 10Y | +105.2% | +311.1% | -205.9% | +46.8% |
| All | +6,027.1% | +986.0% | +5,041.1% | +2,770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling