+49.0%
REGN vs IRM
+19.5%
+29.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.5% |
| 7D | +14.4% | +2.6% | +11.9% | +14.2% |
| 30D | +28.1% | +5.6% | +22.5% | +27.4% |
| 3M | +22.5% | -4.7% | +27.2% | +23.0% |
| 6M | +31.6% | -6.1% | +37.7% | +32.1% |
| YTD | +21.0% | +46.3% | -25.3% | +16.0% |
| 1Y | +49.0% | +18.7% | +30.2% | +42.8% |
| All | +49.0% | +19.5% | +29.5% | +42.8% |
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