+23.4%
REGN vs ONTO
+261.1%
-237.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.9% |
| 7D | -5.6% | +4.9% | -10.5% | -6.0% |
| 30D | -2.0% | -16.6% | +14.7% | -0.6% |
| 3M | +28.0% | -7.3% | +35.3% | +26.9% |
| 6M | +1.2% | +45.9% | -44.8% | -5.0% |
| YTD | +1.6% | +78.2% | -76.5% | -6.9% |
| 1Y | +38.2% | +159.8% | -121.6% | +20.3% |
| 3Y | -5.4% | +123.4% | -128.8% | -19.9% |
| All | +23.4% | +261.1% | -237.7% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling