+49.0%
REGN vs IT
-17.9%
+66.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.8% | -4.4% |
| 7D | +14.4% | -5.5% | +19.9% | +14.6% |
| 30D | +28.1% | +10.3% | +17.8% | +27.9% |
| 3M | +22.5% | +11.5% | +11.0% | +22.2% |
| 6M | +31.6% | +40.3% | -8.7% | +29.9% |
| YTD | +21.0% | -17.9% | +38.9% | +29.9% |
| 1Y | +49.0% | -8.8% | +57.8% | +54.4% |
| All | +49.0% | -17.9% | +66.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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