+3,855.2%
REGN vs IP
+316.7%
+3,538.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.5% |
| 7D | +4.2% | -5.3% | +9.5% | +5.8% |
| 30D | +7.8% | -10.9% | +18.7% | +11.4% |
| 3M | +31.8% | +11.2% | +20.6% | +26.4% |
| 6M | +5.4% | -10.2% | +15.6% | +7.0% |
| YTD | +7.7% | -2.0% | +9.6% | +5.8% |
| 1Y | +46.7% | -19.1% | +65.8% | +51.9% |
| 3Y | +0.5% | +20.9% | -20.4% | -12.3% |
| 5Y | +22.9% | -17.8% | +40.8% | +19.2% |
| 10Y | +115.0% | +23.5% | +91.5% | +68.0% |
| All | +3,855.2% | +316.7% | +3,538.5% | +1,681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling