+6,508.3%
REGN vs NLY
+1,197.0%
+5,311.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.6% | -4.0% | -1.6% | -4.5% |
| 30D | -2.0% | -5.2% | +3.3% | -0.5% |
| 3M | +28.0% | +2.8% | +25.1% | +26.9% |
| 6M | +1.2% | +4.2% | -3.1% | -0.1% |
| YTD | +1.6% | +4.7% | -3.0% | +0.2% |
| 1Y | +38.2% | +12.7% | +25.5% | +33.4% |
| 3Y | -5.4% | +62.5% | -67.9% | -17.7% |
| 5Y | +21.3% | +26.3% | -5.1% | +10.4% |
| 10Y | +105.2% | +81.0% | +24.2% | +56.8% |
| All | +6,508.3% | +1,197.0% | +5,311.3% | +3,930.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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