+23.4%
REGN vs NTRA
+172.0%
-148.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.6% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -2.0% | +4.1% | -6.1% | -2.3% |
| 3M | +28.0% | +50.0% | -22.1% | +23.2% |
| 6M | +1.2% | +67.3% | -66.2% | -3.8% |
| YTD | +1.6% | +43.6% | -41.9% | -2.3% |
| 1Y | +38.2% | +89.2% | -51.0% | +29.8% |
| 3Y | -5.4% | +502.5% | -507.9% | -19.4% |
| All | +23.4% | +172.0% | -148.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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