+49.0%
REGN vs REPL
+125.1%
-76.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.4% |
| 7D | +14.4% | +28.8% | -14.4% | +13.8% |
| 30D | +28.1% | +57.3% | -29.2% | +26.7% |
| 3M | +22.5% | +73.6% | -51.1% | +20.8% |
| 6M | +31.6% | +582.8% | -551.3% | +22.5% |
| YTD | +21.0% | +112.9% | -91.8% | +13.4% |
| 1Y | +49.0% | +130.7% | -81.7% | +41.5% |
| All | +49.0% | +125.1% | -76.2% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling