+3,399.8%
REGN vs ITUB
+1,964.7%
+1,435.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -5.6% | +2.2% | -7.8% | -6.1% |
| 30D | -2.0% | +12.6% | -14.6% | -4.7% |
| 3M | +28.0% | +6.4% | +21.5% | +25.8% |
| 6M | +1.2% | +0.6% | +0.6% | +0.5% |
| YTD | +1.6% | +18.8% | -17.2% | -3.1% |
| 1Y | +38.2% | +31.0% | +7.2% | +28.5% |
| 3Y | -5.4% | +118.1% | -123.4% | -23.1% |
| 5Y | +21.3% | +193.0% | -171.8% | -11.3% |
| 10Y | +105.2% | +217.1% | -111.9% | +30.1% |
| All | +3,399.8% | +1,964.7% | +1,435.2% | +1,564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling