+22.2%
REGN vs IP
-17.3%
+39.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +3.4% | -11.2% | +14.7% | +5.1% |
| 3M | +32.7% | +12.3% | +20.4% | +30.0% |
| 6M | +6.9% | -5.2% | +12.2% | +7.0% |
| YTD | +5.4% | -4.0% | +9.3% | +5.1% |
| 1Y | +45.8% | -19.2% | +65.1% | +48.4% |
| 3Y | -1.5% | +20.3% | -21.9% | -9.0% |
| 5Y | +22.2% | -17.5% | +39.7% | +14.9% |
| All | +22.2% | -17.3% | +39.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling