+97.5%
REGN vs P
+718.8%
-621.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.9% |
| 7D | -5.6% | -1.3% | -4.2% | -5.5% |
| 30D | -2.0% | -11.9% | +9.9% | -0.9% |
| 3M | +28.0% | +41.6% | -13.6% | +22.7% |
| 6M | +1.2% | +58.1% | -57.0% | -4.8% |
| YTD | +1.6% | +46.5% | -44.9% | -3.9% |
| 1Y | +38.2% | +19.1% | +19.2% | +32.4% |
| 3Y | -5.4% | +150.6% | -155.9% | -20.1% |
| 5Y | +21.3% | +271.8% | -250.5% | -5.3% |
| All | +97.5% | +718.8% | -621.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling