+45.9%
REGN vs IP
-23.5%
+69.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.7% | +0.3% |
| 7D | -5.2% | -4.6% | -0.6% | -4.7% |
| 30D | +0.1% | -15.3% | +15.3% | +2.0% |
| 3M | +31.2% | +2.7% | +28.5% | +30.1% |
| 6M | +3.6% | -7.4% | +11.0% | +4.1% |
| YTD | +5.0% | -8.8% | +13.9% | +6.1% |
| 1Y | +45.9% | -22.4% | +68.3% | +42.8% |
| All | +45.9% | -23.5% | +69.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling