+23.4%
REGN vs NI
+96.9%
-73.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +30.8% |
| 6M | +1.2% | -9.3% | +10.5% | +3.1% |
| YTD | +1.6% | +1.1% | +0.5% | +1.3% |
| 1Y | +38.2% | +3.4% | +34.9% | +37.1% |
| 3Y | -5.4% | +67.9% | -73.2% | -16.3% |
| All | +23.4% | +96.9% | -73.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling