+3,634.3%
REGN vs HUM
+4,957.6%
-1,323.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.7% | -2.0% |
| 7D | -5.6% | +2.1% | -7.6% | -6.0% |
| 30D | -2.0% | +5.4% | -7.3% | -3.2% |
| 3M | +28.0% | +11.4% | +16.5% | +24.4% |
| 6M | +1.2% | +141.5% | -140.4% | -18.4% |
| YTD | +1.6% | +61.2% | -59.6% | -11.0% |
| 1Y | +38.2% | +49.2% | -10.9% | +22.2% |
| 3Y | -5.4% | -9.0% | +3.7% | -9.6% |
| 5Y | +21.3% | +7.2% | +14.1% | +9.3% |
| 10Y | +105.2% | +152.7% | -47.5% | +44.8% |
| All | +3,634.3% | +4,957.6% | -1,323.3% | +944.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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