+23.4%
REGN vs IAG
+820.9%
-797.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -5.6% | -1.1% | -4.5% | -5.5% |
| 30D | -2.0% | +12.1% | -14.1% | -2.4% |
| 3M | +28.0% | +25.5% | +2.4% | +26.6% |
| 6M | +1.2% | -7.1% | +8.3% | +0.9% |
| YTD | +1.6% | +22.9% | -21.2% | +0.5% |
| 1Y | +38.2% | +83.3% | -45.1% | +34.9% |
| 3Y | -5.4% | +808.5% | -813.9% | -14.3% |
| All | +23.4% | +820.9% | -797.6% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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