+97.5%
REGN vs LYB
+48.3%
+49.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -5.6% | +0.3% | -5.9% | -5.6% |
| 30D | -2.0% | +2.5% | -4.4% | -2.4% |
| 3M | +28.0% | +1.4% | +26.6% | +27.4% |
| 6M | +1.2% | -3.5% | +4.6% | +0.5% |
| YTD | +1.6% | +52.0% | -50.3% | -7.2% |
| 1Y | +38.2% | +22.1% | +16.2% | +30.8% |
| 3Y | -5.4% | -22.8% | +17.4% | -4.6% |
| 5Y | +21.3% | -3.4% | +24.6% | +17.1% |
| All | +97.5% | +48.3% | +49.2% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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