+23.4%
REGN vs ITUB
+186.2%
-162.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.5% |
| 7D | -5.6% | +2.2% | -7.8% | -5.9% |
| 30D | -2.0% | +12.6% | -14.6% | -3.4% |
| 3M | +28.0% | +6.4% | +21.5% | +26.8% |
| 6M | +1.2% | +0.6% | +0.6% | +0.8% |
| YTD | +1.6% | +18.8% | -17.2% | -0.7% |
| 1Y | +38.2% | +31.0% | +7.2% | +33.4% |
| 3Y | -5.4% | +118.1% | -123.4% | -14.5% |
| All | +23.4% | +186.2% | -162.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 5y: compounded portfolio wealth divided by compounded ITUB 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…
5y analysis · Full analysis span regression · 6 months rolling