+46.7%
REGN vs IRM
+34.4%
+12.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.0% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +7.8% | -8.1% | +15.9% | +8.6% |
| 3M | +31.8% | -9.7% | +41.5% | +32.9% |
| 6M | +5.4% | +10.0% | -4.6% | +4.0% |
| YTD | +7.7% | +43.0% | -35.3% | +5.7% |
| 1Y | +46.7% | +32.7% | +14.0% | +36.4% |
| All | +46.7% | +34.4% | +12.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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