+46.7%
REGN vs Z
-58.8%
+105.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.7% |
| 7D | +4.2% | -3.0% | +7.2% | +4.4% |
| 30D | +7.8% | -4.2% | +12.0% | +7.9% |
| 3M | +31.8% | -3.7% | +35.5% | +31.2% |
| 6M | +5.4% | -24.5% | +29.9% | +4.8% |
| YTD | +7.7% | -49.3% | +56.9% | +7.9% |
| 1Y | +46.7% | -58.7% | +105.3% | +47.4% |
| All | +46.7% | -58.8% | +105.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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