+23.4%
REGN vs Z
-64.7%
+88.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.9% |
| 7D | -5.6% | -6.0% | +0.5% | -5.0% |
| 30D | -2.0% | -2.3% | +0.3% | -1.8% |
| 3M | +28.0% | -0.6% | +28.6% | +27.7% |
| 6M | +1.2% | -27.6% | +28.8% | +3.9% |
| YTD | +1.6% | -52.4% | +54.0% | +8.6% |
| 1Y | +38.2% | -63.6% | +101.8% | +51.7% |
| 3Y | -5.4% | -36.4% | +31.0% | -4.1% |
| All | +23.4% | -64.7% | +88.0% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling