-3.9%
REGN vs KEY
+121.2%
-125.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.0% | -1.8% | -4.2% | -5.6% |
| 30D | -0.4% | -3.3% | +3.0% | +0.2% |
| 3M | +32.0% | -0.2% | +32.2% | +31.9% |
| 6M | +3.0% | +12.1% | -9.1% | +0.7% |
| YTD | +3.2% | +8.4% | -5.2% | +1.3% |
| 1Y | +43.4% | +17.6% | +25.8% | +38.5% |
| All | -3.9% | +121.2% | -125.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 3y: compounded portfolio wealth divided by compounded KEY 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…
3y analysis · Full analysis span regression · 6 months rolling