+49.0%
REGN vs IRE
-97.6%
+146.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -23.2% | +18.9% | -4.3% |
| 7D | +14.4% | -46.8% | +61.3% | +14.7% |
| 30D | +28.1% | -75.5% | +103.6% | +29.2% |
| 3M | +22.5% | -79.4% | +101.9% | +23.5% |
| 6M | +31.6% | -91.3% | +122.9% | +32.0% |
| YTD | +21.0% | -90.8% | +111.9% | +21.4% |
| 1Y | +49.0% | -97.7% | +146.7% | +49.0% |
| All | +49.0% | -97.6% | +146.5% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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