+23.4%
REGN vs NTAP
+140.4%
-117.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.5% | -10.0% | -2.6% |
| 7D | -5.6% | +7.4% | -13.0% | -6.6% |
| 30D | -2.0% | -1.4% | -0.6% | -1.9% |
| 3M | +28.0% | +24.6% | +3.4% | +23.5% |
| 6M | +1.2% | +105.9% | -104.7% | -11.6% |
| YTD | +1.6% | +88.5% | -86.9% | -9.9% |
| 1Y | +38.2% | +62.1% | -23.9% | +26.1% |
| 3Y | -5.4% | +169.1% | -174.4% | -24.4% |
| All | +23.4% | +140.4% | -117.0% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling