+23.4%
REGN vs NOC
+58.2%
-34.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | +0.8% | -6.4% | -5.7% |
| 30D | -2.0% | -9.7% | +7.7% | -0.9% |
| 3M | +28.0% | -5.6% | +33.6% | +28.6% |
| 6M | +1.2% | -28.6% | +29.7% | +4.6% |
| YTD | +1.6% | -7.9% | +9.5% | +2.1% |
| 1Y | +38.2% | -9.5% | +47.8% | +39.0% |
| 3Y | -5.4% | +28.4% | -33.7% | -9.5% |
| All | +23.4% | +58.2% | -34.9% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling