+3,634.3%
REGN vs NYT
+902.7%
+2,731.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | -5.6% | -0.6% | -5.0% | -5.4% |
| 30D | -2.0% | +4.6% | -6.5% | -3.3% |
| 3M | +28.0% | -9.6% | +37.5% | +31.1% |
| 6M | +1.2% | -14.0% | +15.2% | +4.9% |
| YTD | +1.6% | -2.8% | +4.5% | +1.2% |
| 1Y | +38.2% | +15.6% | +22.6% | +30.2% |
| 3Y | -5.4% | +56.3% | -61.7% | -20.6% |
| 5Y | +21.3% | +39.5% | -18.2% | +1.5% |
| 10Y | +105.2% | +488.0% | -382.8% | -2.4% |
| All | +3,634.3% | +902.7% | +2,731.5% | +1,364.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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