+36.2%
REGN vs Q
+75.4%
-39.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | -6.0% | +4.1% | -10.0% | -6.0% |
| 30D | -0.4% | -10.7% | +10.4% | 0.0% |
| 3M | +32.0% | -11.7% | +43.7% | +31.1% |
| 6M | +3.0% | +8.3% | -5.3% | +1.5% |
| YTD | +3.2% | +51.3% | -48.1% | +4.6% |
| All | +36.2% | +75.4% | -39.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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