+97.5%
REGN vs NVS
+179.5%
-82.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -14.3% | +8.7% | +2.0% |
| 30D | -2.0% | -10.0% | +8.0% | +3.0% |
| 3M | +28.0% | -10.9% | +38.8% | +35.0% |
| 6M | +1.2% | -12.0% | +13.1% | +7.4% |
| YTD | +1.6% | +2.5% | -0.9% | -1.0% |
| 1Y | +38.2% | +10.7% | +27.6% | +28.2% |
| 3Y | -5.4% | +53.3% | -58.7% | -28.7% |
| 5Y | +21.3% | +93.6% | -72.3% | -22.3% |
| All | +97.5% | +179.5% | -82.1% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling