+199.8%
TER vs REGN
+46.5%
+153.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +5.8% |
| 7D | +0.6% | +4.2% | -3.6% | -0.4% |
| 30D | -8.3% | +7.8% | -16.1% | -10.2% |
| 3M | -12.2% | +31.8% | -44.1% | -19.2% |
| 6M | +17.0% | +5.4% | +11.6% | +15.5% |
| YTD | +84.6% | +7.7% | +77.0% | +82.2% |
| 1Y | +199.8% | +46.7% | +153.1% | +198.5% |
| All | +199.8% | +46.5% | +153.3% | +198.5% |
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