-38.4%
U vs REGN
+41.1%
-79.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | 0.0% | -6.0% | +5.9% | +1.7% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | +57.8% | +32.0% | +25.8% | +45.2% |
| 6M | +103.5% | +3.0% | +100.5% | +100.4% |
| YTD | -4.8% | +3.2% | -7.9% | -7.0% |
| 1Y | -2.4% | +43.4% | -45.8% | -16.5% |
| 3Y | +11.7% | -3.6% | +15.3% | +10.4% |
| 5Y | -68.9% | +23.1% | -92.0% | -74.2% |
| All | -38.4% | +41.1% | -79.6% | -50.9% |
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