-5.4%
REGN vs NXT
+90.7%
-96.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -5.6% | -1.9% | -3.7% | -5.5% |
| 30D | -2.0% | -20.0% | +18.1% | -1.1% |
| 3M | +28.0% | -30.7% | +58.7% | +29.7% |
| 6M | +1.2% | -29.0% | +30.1% | +2.1% |
| YTD | +1.6% | -4.8% | +6.5% | +1.2% |
| 1Y | +38.2% | +22.8% | +15.4% | +35.8% |
| 3Y | -5.4% | +93.9% | -99.3% | -9.3% |
| All | -5.4% | +90.7% | -96.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling