+97.5%
REGN vs LEN
+108.0%
-10.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.8% |
| 7D | -5.6% | -4.8% | -0.8% | -5.0% |
| 30D | -2.0% | -6.6% | +4.6% | -1.1% |
| 3M | +28.0% | -15.7% | +43.6% | +30.6% |
| 6M | +1.2% | -16.6% | +17.8% | +3.3% |
| YTD | +1.6% | -21.3% | +23.0% | +4.2% |
| 1Y | +38.2% | -42.0% | +80.3% | +47.5% |
| 3Y | -5.4% | -27.9% | +22.6% | -2.5% |
| 5Y | +21.3% | -10.7% | +32.0% | +20.3% |
| All | +97.5% | +108.0% | -10.6% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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