+4,051.9%
REGN vs NVS
+1,074.0%
+2,977.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -14.3% | +8.7% | +1.9% |
| 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% | -0.8% |
| 1Y | +38.2% | +10.7% | +27.6% | +28.8% |
| 3Y | -5.4% | +53.3% | -58.7% | -27.2% |
| 5Y | +21.3% | +93.6% | -72.3% | -19.1% |
| 10Y | +105.2% | +180.6% | -75.4% | +10.5% |
| All | +4,051.9% | +1,074.0% | +2,977.9% | +1,433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling