+3,634.3%
REGN vs IFF
+680.5%
+2,953.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -5.6% | -3.2% | -2.4% | -4.5% |
| 30D | -2.0% | -0.3% | -1.7% | -1.9% |
| 3M | +28.0% | +8.4% | +19.5% | +23.8% |
| 6M | +1.2% | +23.0% | -21.9% | -7.2% |
| YTD | +1.6% | +25.5% | -23.8% | -7.8% |
| 1Y | +38.2% | +29.1% | +9.2% | +23.9% |
| 3Y | -5.4% | +31.7% | -37.0% | -17.7% |
| 5Y | +21.3% | -35.2% | +56.5% | +30.6% |
| 10Y | +105.2% | -20.7% | +125.9% | +87.7% |
| All | +3,634.3% | +680.5% | +2,953.8% | +935.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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