+49.0%
REGN vs NTAP
+66.6%
-17.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.6% |
| 7D | +14.4% | -16.1% | +30.5% | +12.8% |
| 30D | +28.1% | -15.9% | +44.1% | +26.2% |
| 3M | +22.5% | -1.2% | +23.7% | +21.4% |
| 6M | +31.6% | +70.1% | -38.5% | +29.0% |
| YTD | +21.0% | +77.9% | -56.9% | +16.4% |
| 1Y | +49.0% | +68.1% | -19.2% | +44.2% |
| All | +49.0% | +66.6% | -17.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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