-6.4%
T vs REGN
+45.3%
-51.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.4% | +2.3% |
| 7D | +5.5% | +14.4% | -9.0% | +4.5% |
| 30D | -8.9% | +28.1% | -37.0% | -9.8% |
| 3M | -5.6% | +22.5% | -28.1% | -6.4% |
| 6M | -14.3% | +31.6% | -45.9% | -15.0% |
| YTD | -7.9% | +21.0% | -29.0% | -8.8% |
| 1Y | -6.4% | +49.0% | -55.4% | -12.4% |
| All | -6.4% | +45.3% | -51.7% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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