+16,593.1%
TER vs REGN
+3,605.8%
+12,987.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.2% |
| 7D | +12.4% | -5.2% | +17.6% | +13.4% |
| 30D | +5.1% | +0.1% | +5.1% | +4.9% |
| 3M | +4.0% | +31.2% | -27.3% | -1.7% |
| 6M | +29.5% | +3.6% | +25.9% | +28.4% |
| YTD | +98.5% | +5.0% | +93.4% | +96.2% |
| 1Y | +234.1% | +45.9% | +188.2% | +209.1% |
| 3Y | +289.0% | -1.9% | +290.9% | +284.9% |
| 5Y | +228.2% | +26.2% | +202.0% | +207.8% |
| 10Y | +1,895.7% | +112.1% | +1,783.6% | +1,568.2% |
| All | +16,593.1% | +3,605.8% | +12,987.3% | +5,108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling