+97.5%
REGN vs NI
+143.3%
-45.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -2.0% | -1.4% | -0.6% | -1.7% |
| 3M | +28.0% | -10.6% | +38.5% | +31.2% |
| 6M | +1.2% | -9.3% | +10.5% | +3.3% |
| YTD | +1.6% | +1.1% | +0.5% | +1.1% |
| 1Y | +38.2% | +3.4% | +34.9% | +36.7% |
| 3Y | -5.4% | +67.9% | -73.2% | -17.8% |
| 5Y | +21.3% | +98.0% | -76.7% | 0.0% |
| All | +97.5% | +143.3% | -45.8% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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