+49.0%
REGN vs RF
+25.4%
+23.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.7% |
| 7D | +14.4% | +2.3% | +12.2% | +13.8% |
| 30D | +28.1% | +7.2% | +20.9% | +25.8% |
| 3M | +22.5% | -8.2% | +30.7% | +24.7% |
| 6M | +31.6% | +7.0% | +24.5% | +28.1% |
| YTD | +21.0% | +10.3% | +10.7% | +15.4% |
| 1Y | +49.0% | +25.1% | +23.9% | +43.6% |
| All | +49.0% | +25.4% | +23.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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