+23.4%
REGN vs WTW
+42.0%
-18.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -4.6% |
| 30D | -2.0% | -7.3% | +5.3% | -0.6% |
| 3M | +28.0% | +21.5% | +6.5% | +23.9% |
| 6M | +1.2% | +9.6% | -8.5% | -0.6% |
| YTD | +1.6% | -3.3% | +4.9% | +2.1% |
| 1Y | +38.2% | -6.1% | +44.4% | +39.8% |
| 3Y | -5.4% | +61.8% | -67.2% | -18.3% |
| All | +23.4% | +42.0% | -18.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling