+3,634.3%
REGN vs NTRS
+6,254.1%
-2,619.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -5.6% | +1.4% | -7.0% | -6.1% |
| 30D | -2.0% | -0.7% | -1.3% | -1.8% |
| 3M | +28.0% | +11.3% | +16.6% | +22.2% |
| 6M | +1.2% | +35.5% | -34.4% | -11.2% |
| YTD | +1.6% | +40.6% | -39.0% | -12.4% |
| 1Y | +38.2% | +49.2% | -11.0% | +16.0% |
| 3Y | -5.4% | +167.2% | -172.6% | -39.3% |
| 5Y | +21.3% | +94.9% | -73.7% | -15.0% |
| 10Y | +105.2% | +259.5% | -154.3% | -2.1% |
| All | +3,634.3% | +6,254.1% | -2,619.9% | +588.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling