+106.2%
REGN vs NTR
+97.9%
+8.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -2.0% | +16.8% | -18.7% | -4.1% |
| 3M | +28.0% | +20.7% | +7.2% | +24.3% |
| 6M | +1.2% | +0.5% | +0.6% | +0.6% |
| YTD | +1.6% | +29.2% | -27.5% | -3.1% |
| 1Y | +38.2% | +39.6% | -1.3% | +29.7% |
| 3Y | -5.4% | +37.9% | -43.2% | -12.0% |
| 5Y | +21.3% | +47.1% | -25.8% | +6.5% |
| All | +106.2% | +97.9% | +8.2% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling