+3,919.7%
REGN vs IJH
+1,054.0%
+2,865.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.3% |
| 7D | -5.6% | -1.9% | -3.7% | -3.8% |
| 30D | -2.0% | -4.6% | +2.7% | +2.6% |
| 3M | +28.0% | -1.2% | +29.1% | +29.0% |
| 6M | +1.2% | +9.4% | -8.3% | -7.9% |
| YTD | +1.6% | +13.3% | -11.7% | -10.8% |
| 1Y | +38.2% | +13.4% | +24.9% | +20.7% |
| 3Y | -5.4% | +50.4% | -55.8% | -39.7% |
| 5Y | +21.3% | +49.0% | -27.7% | -26.2% |
| 10Y | +105.2% | +182.6% | -77.4% | -49.5% |
| All | +3,919.7% | +1,054.0% | +2,865.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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