+36.5%
REGN vs OPEN
-72.1%
+108.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | -5.2% | -2.9% | -2.3% | -5.1% |
| 30D | +0.1% | -13.8% | +13.9% | +0.6% |
| 3M | +31.2% | -30.9% | +62.1% | +32.8% |
| 6M | +3.6% | -40.9% | +44.6% | +5.2% |
| YTD | +5.0% | -48.5% | +53.6% | +7.0% |
| 1Y | +45.9% | -50.9% | +96.8% | +46.5% |
| 3Y | -1.9% | -20.6% | +18.8% | -8.9% |
| 5Y | +26.2% | -84.2% | +110.3% | +21.0% |
| All | +36.5% | -72.1% | +108.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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