+3,634.3%
REGN vs NOC
+9,383.2%
-5,748.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | +0.8% | -6.4% | -5.8% |
| 30D | -2.0% | -9.7% | +7.7% | +0.7% |
| 3M | +28.0% | -5.6% | +33.6% | +29.6% |
| 6M | +1.2% | -28.6% | +29.7% | +10.5% |
| YTD | +1.6% | -7.9% | +9.5% | +2.8% |
| 1Y | +38.2% | -9.5% | +47.8% | +40.4% |
| 3Y | -5.4% | +28.4% | -33.7% | -14.8% |
| 5Y | +21.3% | +59.0% | -37.7% | +0.3% |
| 10Y | +105.2% | +191.3% | -86.1% | +35.7% |
| All | +3,634.3% | +9,383.2% | -5,748.9% | +1,089.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling