+46.7%
REGN vs NOC
-10.0%
+56.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.7% |
| 7D | +4.2% | -5.2% | +9.4% | +4.5% |
| 30D | +7.8% | -7.2% | +15.0% | +8.3% |
| 3M | +31.8% | -5.1% | +36.9% | +32.1% |
| 6M | +5.4% | -31.1% | +36.5% | +5.2% |
| YTD | +7.7% | -8.6% | +16.2% | +9.4% |
| 1Y | +46.7% | -9.7% | +56.4% | +47.1% |
| All | +46.7% | -10.0% | +56.7% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling