+3,634.3%
REGN vs OMC
+4,848.4%
-1,214.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -5.6% | -4.4% | -1.2% | -3.8% |
| 30D | -2.0% | -7.6% | +5.6% | +1.1% |
| 3M | +28.0% | +4.5% | +23.4% | +24.4% |
| 6M | +1.2% | -0.3% | +1.4% | -0.1% |
| YTD | +1.6% | -0.1% | +1.8% | -1.5% |
| 1Y | +38.2% | +4.6% | +33.6% | +30.2% |
| 3Y | -5.4% | +10.5% | -15.8% | -15.2% |
| 5Y | +21.3% | +31.7% | -10.4% | -4.6% |
| 10Y | +105.2% | +33.5% | +71.7% | +43.4% |
| All | +3,634.3% | +4,848.4% | -1,214.2% | +975.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling