+5,673.2%
REGN vs NDAQ
+2,205.8%
+3,467.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.0% |
| 7D | -6.0% | -6.8% | +0.8% | -3.8% |
| 30D | -0.4% | -3.2% | +2.8% | +0.6% |
| 3M | +32.0% | +6.5% | +25.5% | +28.9% |
| 6M | +3.0% | +5.7% | -2.7% | +0.5% |
| YTD | +3.2% | -4.6% | +7.8% | +3.5% |
| 1Y | +43.4% | -1.6% | +45.0% | +42.1% |
| 3Y | -3.6% | +86.4% | -90.0% | -23.4% |
| 5Y | +23.1% | +50.3% | -27.2% | +3.3% |
| 10Y | +108.3% | +369.0% | -260.7% | +17.2% |
| All | +5,673.2% | +2,205.8% | +3,467.4% | +1,890.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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