-2.2%
REGN vs RF
+87.8%
-90.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | +0.1% | -4.0% | +4.1% | +1.0% |
| 3M | +31.2% | +5.6% | +25.7% | +29.3% |
| 6M | +3.6% | +13.1% | -9.5% | +0.3% |
| YTD | +5.0% | +13.6% | -8.5% | +1.3% |
| 1Y | +45.9% | +16.0% | +29.9% | +39.8% |
| All | -2.2% | +87.8% | -90.0% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling