+3,690.5%
REGN vs LEN
+9,555.5%
-5,865.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.8% |
| 7D | -6.0% | -7.8% | +1.8% | -3.9% |
| 30D | -0.4% | -11.0% | +10.7% | +2.8% |
| 3M | +32.0% | -12.8% | +44.8% | +36.3% |
| 6M | +3.0% | -20.2% | +23.2% | +8.6% |
| YTD | +3.2% | -23.0% | +26.2% | +9.2% |
| 1Y | +43.4% | -41.8% | +85.3% | +63.2% |
| 3Y | -3.6% | -28.8% | +25.2% | +1.5% |
| 5Y | +23.1% | -12.6% | +35.7% | +18.5% |
| 10Y | +108.3% | +101.7% | +6.6% | +39.3% |
| All | +3,690.5% | +9,555.5% | -5,865.0% | +284.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling