+35.3%
REGN vs JAAA
+29.4%
+5.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | +0.5% | -2.5% | -2.1% |
| 3M | +28.0% | +1.3% | +26.7% | +27.5% |
| 6M | +1.2% | +2.8% | -1.6% | +0.4% |
| YTD | +1.6% | +3.3% | -1.6% | +0.8% |
| 1Y | +38.2% | +4.9% | +33.3% | +36.8% |
| 3Y | -5.4% | +19.0% | -24.3% | -0.5% |
| 5Y | +21.3% | +26.9% | -5.6% | +35.6% |
| All | +35.3% | +29.4% | +5.9% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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