-5.4%
REGN vs WY
-24.8%
+19.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.6% | -4.2% | -1.4% | -4.4% |
| 30D | -2.0% | -10.1% | +8.1% | +1.0% |
| 3M | +28.0% | -8.5% | +36.4% | +30.8% |
| 6M | +1.2% | -3.3% | +4.5% | +1.8% |
| YTD | +1.6% | -4.4% | +6.0% | +2.0% |
| 1Y | +38.2% | -11.5% | +49.7% | +42.1% |
| 3Y | -5.4% | -24.3% | +19.0% | -0.8% |
| All | -5.4% | -24.8% | +19.4% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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