+46.7%
REGN vs NVD
-61.9%
+108.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.9% |
| 7D | +4.2% | -11.1% | +15.3% | +4.0% |
| 30D | +7.8% | -13.3% | +21.1% | +7.7% |
| 3M | +31.8% | -19.8% | +51.6% | +31.7% |
| 6M | +5.4% | -48.8% | +54.2% | +3.8% |
| YTD | +7.7% | -49.7% | +57.3% | +5.8% |
| 1Y | +46.7% | -61.4% | +108.0% | +43.6% |
| All | +46.7% | -61.9% | +108.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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