+23.4%
REGN vs REPL
-59.3%
+82.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | -5.6% | -14.1% | +8.5% | -5.2% |
| 30D | -2.0% | -15.2% | +13.3% | -1.6% |
| 3M | +28.0% | +49.9% | -21.9% | +25.2% |
| 6M | +1.2% | +63.5% | -62.4% | -3.6% |
| YTD | +1.6% | +32.9% | -31.3% | -2.8% |
| 1Y | +38.2% | +115.0% | -76.7% | +29.6% |
| 3Y | -5.4% | -34.7% | +29.4% | -11.9% |
| All | +23.4% | -59.3% | +82.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling