+240.9%
REGN vs NWSA
+121.1%
+119.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.6% | -2.8% | -2.8% | -4.9% |
| 30D | -2.0% | +3.0% | -5.0% | -2.7% |
| 3M | +28.0% | +12.3% | +15.6% | +24.2% |
| 6M | +1.2% | +21.9% | -20.7% | -3.9% |
| YTD | +1.6% | +13.6% | -11.9% | -2.1% |
| 1Y | +38.2% | +0.5% | +37.8% | +36.9% |
| 3Y | -5.4% | +43.8% | -49.1% | -15.0% |
| 5Y | +21.3% | +41.2% | -19.9% | +6.8% |
| 10Y | +105.2% | +148.6% | -43.4% | +39.7% |
| All | +240.9% | +121.1% | +119.9% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling