+714.4%
REGN vs INDA
+109.4%
+605.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.8% |
| 7D | -5.6% | -2.7% | -2.9% | -4.6% |
| 30D | -2.0% | -2.8% | +0.8% | -0.9% |
| 3M | +28.0% | +1.6% | +26.3% | +27.2% |
| 6M | +1.2% | -1.4% | +2.6% | +1.6% |
| YTD | +1.6% | -10.1% | +11.8% | +5.5% |
| 1Y | +38.2% | -8.8% | +47.0% | +42.7% |
| 3Y | -5.4% | +7.6% | -13.0% | -7.9% |
| 5Y | +21.3% | +5.8% | +15.5% | +17.9% |
| 10Y | +105.2% | +84.0% | +21.2% | +57.2% |
| All | +714.4% | +109.4% | +605.1% | +472.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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