+97.5%
REGN vs ITW
+194.8%
-97.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -5.6% | -0.7% | -4.9% | -5.4% |
| 30D | -2.0% | -8.3% | +6.4% | +0.9% |
| 3M | +28.0% | +6.0% | +21.9% | +25.0% |
| 6M | +1.2% | 0.0% | +1.2% | +0.8% |
| YTD | +1.6% | +10.2% | -8.6% | -2.2% |
| 1Y | +38.2% | +3.2% | +35.0% | +35.9% |
| 3Y | -5.4% | +21.0% | -26.3% | -12.2% |
| 5Y | +21.3% | +37.9% | -16.6% | +6.1% |
| All | +97.5% | +194.8% | -97.4% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling