-5.4%
REGN vs ONTO
+115.7%
-121.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.8% |
| 7D | -5.6% | +4.9% | -10.5% | -5.9% |
| 30D | -2.0% | -16.6% | +14.7% | -0.8% |
| 3M | +28.0% | -7.3% | +35.3% | +26.8% |
| 6M | +1.2% | +45.9% | -44.8% | -4.6% |
| YTD | +1.6% | +78.2% | -76.5% | -6.4% |
| 1Y | +38.2% | +159.8% | -121.6% | +21.1% |
| 3Y | -5.4% | +123.4% | -128.8% | -19.9% |
| All | -5.4% | +115.7% | -121.0% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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