+3,634.3%
REGN vs NSC
+4,814.9%
-1,180.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.1% |
| 7D | -5.6% | -2.8% | -2.8% | -4.6% |
| 30D | -2.0% | -4.5% | +2.6% | -0.3% |
| 3M | +28.0% | +3.5% | +24.4% | +25.9% |
| 6M | +1.2% | +8.5% | -7.4% | -2.4% |
| YTD | +1.6% | +12.3% | -10.7% | -3.4% |
| 1Y | +38.2% | +18.9% | +19.3% | +28.5% |
| 3Y | -5.4% | +74.1% | -79.5% | -25.4% |
| 5Y | +21.3% | +43.9% | -22.6% | +0.4% |
| 10Y | +105.2% | +331.6% | -226.4% | +0.4% |
| All | +3,634.3% | +4,814.9% | -1,180.7% | +503.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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