-9.1%
T vs REGN
+46.5%
-55.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.9% |
| 7D | -1.3% | +4.2% | -5.5% | -1.4% |
| 30D | +11.4% | +7.8% | +3.5% | +11.1% |
| 3M | +14.3% | +31.8% | -17.5% | +13.2% |
| 6M | -9.3% | +5.4% | -14.6% | -9.2% |
| YTD | +7.1% | +7.7% | -0.5% | +6.9% |
| 1Y | -9.1% | +46.7% | -55.8% | -12.0% |
| All | -9.1% | +46.5% | -55.6% | -12.0% |
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