+97.5%
REGN vs RF
+342.9%
-245.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -1.0% | -4.6% | -5.4% |
| 30D | -2.0% | -3.7% | +1.7% | -1.4% |
| 3M | +28.0% | +5.3% | +22.6% | +26.8% |
| 6M | +1.2% | +17.2% | -16.1% | -1.5% |
| YTD | +1.6% | +14.5% | -12.8% | -0.8% |
| 1Y | +38.2% | +15.9% | +22.3% | +34.5% |
| 3Y | -5.4% | +91.2% | -96.5% | -15.4% |
| 5Y | +21.3% | +90.0% | -68.8% | +7.6% |
| All | +97.5% | +342.9% | -245.4% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling