+1.2%
REGN vs OMC
-1.4%
+2.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.6% | -4.4% | -1.2% | -5.3% |
| 30D | -2.0% | -7.6% | +5.6% | -1.5% |
| 3M | +28.0% | +4.5% | +23.4% | +26.5% |
| 6M | +1.2% | -0.3% | +1.4% | +7.2% |
| All | +1.2% | -1.4% | +2.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 6mo: compounded portfolio wealth divided by compounded OMC 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…
6mo analysis · Full analysis span regression · 6 months rolling