+152.8%
REGN vs NVT
+731.8%
-578.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -2.2% |
| 7D | -5.6% | +4.1% | -9.7% | -6.2% |
| 30D | -2.0% | -5.1% | +3.2% | -1.4% |
| 3M | +28.0% | -1.2% | +29.1% | +27.1% |
| 6M | +1.2% | +46.6% | -45.4% | -6.3% |
| YTD | +1.6% | +60.0% | -58.4% | -7.4% |
| 1Y | +38.2% | +70.8% | -32.6% | +24.0% |
| 3Y | -5.4% | +187.5% | -192.9% | -24.9% |
| 5Y | +21.3% | +426.1% | -404.9% | -15.4% |
| All | +152.8% | +731.8% | -578.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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