-35.7%
U vs REGN
+39.0%
-74.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.9% |
| 7D | +5.5% | -5.6% | +11.1% | +7.2% |
| 30D | -1.3% | -2.0% | +0.7% | -0.9% |
| 3M | +64.6% | +28.0% | +36.6% | +52.7% |
| 6M | +119.4% | +1.2% | +118.2% | +117.1% |
| YTD | -0.5% | +1.6% | -2.1% | -2.5% |
| 1Y | +1.3% | +38.2% | -37.0% | -12.3% |
| 3Y | +15.6% | -5.4% | +21.0% | +15.0% |
| 5Y | -67.5% | +21.3% | -88.7% | -72.9% |
| All | -35.7% | +39.0% | -74.7% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling