+40.9%
REGN vs NTR
+37.3%
+3.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +10.3% | +5.4% | +4.8% | +10.5% |
| 30D | +22.2% | +1.4% | +20.8% | +22.3% |
| 3M | +17.6% | +8.7% | +8.9% | +18.5% |
| 6M | +28.9% | -4.9% | +33.8% | +28.5% |
| YTD | +17.4% | +19.8% | -2.4% | +19.2% |
| 1Y | +40.9% | +37.0% | +3.9% | +46.3% |
| All | +40.9% | +37.3% | +3.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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