+2,272.6%
REGN vs IBN
+1,454.8%
+817.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -6.0% | -5.5% | -0.5% | -4.6% |
| 30D | -0.4% | -3.4% | +3.1% | +0.5% |
| 3M | +32.0% | +8.7% | +23.3% | +29.3% |
| 6M | +3.0% | +3.7% | -0.7% | +2.0% |
| YTD | +3.2% | -2.4% | +5.5% | +3.6% |
| 1Y | +43.4% | -8.1% | +51.5% | +46.1% |
| 3Y | -3.6% | +26.3% | -29.9% | -9.9% |
| 5Y | +23.1% | +54.9% | -31.8% | +8.2% |
| 10Y | +108.3% | +311.8% | -203.5% | +30.9% |
| All | +2,272.6% | +1,454.8% | +817.8% | +830.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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