+43.0%
REGN vs NTRS
+40.0%
+3.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.3% | +4.7% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +25.8% | +5.6% | +20.2% | +24.5% |
| 3M | +20.5% | -4.4% | +24.9% | +21.8% |
| 6M | +35.0% | +12.0% | +22.9% | +30.6% |
| YTD | +24.8% | +32.8% | -8.0% | +15.1% |
| 1Y | +43.0% | +40.0% | +3.0% | +30.8% |
| All | +43.0% | +40.0% | +3.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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