+49.0%
REGN vs NWSA
+18.2%
+30.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.7% | -8.1% | -4.4% |
| 7D | +14.4% | +4.3% | +10.2% | +14.4% |
| 30D | +28.1% | +5.6% | +22.5% | +28.2% |
| 3M | +22.5% | +7.3% | +15.2% | +22.6% |
| 6M | +31.6% | +18.8% | +12.7% | +31.3% |
| YTD | +21.0% | +17.9% | +3.2% | +22.0% |
| 1Y | +49.0% | +19.3% | +29.6% | +49.9% |
| All | +49.0% | +18.2% | +30.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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