+49.0%
REGN vs ITW
+24.0%
+24.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -5.0% |
| 7D | +14.4% | +6.3% | +8.1% | +12.4% |
| 30D | +28.1% | +11.1% | +17.0% | +24.3% |
| 3M | +22.5% | +0.1% | +22.4% | +22.9% |
| 6M | +31.6% | +18.1% | +13.5% | +23.1% |
| YTD | +21.0% | +21.4% | -0.4% | +11.7% |
| 1Y | +49.0% | +22.9% | +26.1% | +35.4% |
| All | +49.0% | +24.0% | +24.9% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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