+116.6%
REGN vs INVH
+75.4%
+41.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -3.0% | -2.6% | -4.8% |
| 30D | -2.0% | -7.5% | +5.6% | 0.0% |
| 3M | +28.0% | -5.5% | +33.5% | +29.7% |
| 6M | +1.2% | +11.7% | -10.6% | -1.9% |
| YTD | +1.6% | +1.3% | +0.3% | +0.8% |
| 1Y | +38.2% | -6.1% | +44.3% | +39.7% |
| 3Y | -5.4% | -9.8% | +4.4% | -3.9% |
| 5Y | +21.3% | -19.7% | +41.0% | +25.6% |
| All | +116.6% | +75.4% | +41.3% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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