+55.7%
REGN vs NTRA
+1,727.4%
-1,671.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +28.0% | +50.0% | -22.1% | +21.9% |
| 6M | +1.2% | +67.3% | -66.2% | -5.1% |
| YTD | +1.6% | +43.6% | -41.9% | -3.2% |
| 1Y | +38.2% | +89.2% | -51.0% | +27.5% |
| 3Y | -5.4% | +502.5% | -507.9% | -24.6% |
| 5Y | +21.3% | +173.8% | -152.5% | +0.7% |
| 10Y | +105.2% | +3,189.3% | -3,084.1% | +12.2% |
| All | +55.7% | +1,727.4% | -1,671.6% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling