+5,334.6%
REGN vs IRM
+9,819.9%
-4,485.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.0% |
| 7D | -5.6% | -1.4% | -4.1% | -5.2% |
| 30D | -2.0% | -7.4% | +5.4% | -0.1% |
| 3M | +28.0% | -7.4% | +35.3% | +30.0% |
| 6M | +1.2% | +8.7% | -7.5% | -1.9% |
| YTD | +1.6% | +40.9% | -39.3% | -8.4% |
| 1Y | +38.2% | +20.5% | +17.7% | +29.3% |
| 3Y | -5.4% | +101.7% | -107.1% | -24.8% |
| 5Y | +21.3% | +197.7% | -176.4% | -15.4% |
| 10Y | +105.2% | +439.5% | -334.2% | +14.0% |
| All | +5,334.6% | +9,819.9% | -4,485.3% | +1,240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling