+3,855.2%
REGN vs RF
+1,028.6%
+2,826.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +4.2% | +1.3% | +2.9% | +3.9% |
| 30D | +7.8% | -3.6% | +11.4% | +8.6% |
| 3M | +31.8% | +8.1% | +23.7% | +29.4% |
| 6M | +5.4% | +11.5% | -6.1% | +2.6% |
| YTD | +7.7% | +15.6% | -7.9% | +3.8% |
| 1Y | +46.7% | +15.7% | +31.0% | +41.2% |
| 3Y | +0.5% | +86.9% | -86.4% | -14.5% |
| 5Y | +22.9% | +89.8% | -66.9% | +2.0% |
| 10Y | +115.0% | +344.7% | -229.7% | +33.3% |
| All | +3,855.2% | +1,028.6% | +2,826.5% | +712.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling