+49.0%
REGN vs S
+36.5%
+12.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.3% |
| 7D | +14.4% | -8.2% | +22.6% | +14.2% |
| 30D | +28.1% | -7.6% | +35.7% | +27.9% |
| 3M | +22.5% | +12.0% | +10.5% | +22.4% |
| 6M | +31.6% | +50.6% | -19.0% | +31.5% |
| YTD | +21.0% | +56.6% | -35.6% | +21.0% |
| 1Y | +49.0% | +39.2% | +9.7% | +49.2% |
| All | +49.0% | +36.5% | +12.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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