+53.3%
V vs REGN
-4.3%
+57.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -1.2% | -5.6% | +4.4% | -0.7% |
| 30D | +3.1% | -2.0% | +5.0% | +3.3% |
| 3M | +16.3% | +28.0% | -11.6% | +13.3% |
| 6M | +20.4% | +1.2% | +19.2% | +20.0% |
| YTD | +6.3% | +1.6% | +4.6% | +5.7% |
| 1Y | +8.7% | +38.2% | -29.5% | +3.6% |
| 3Y | +53.3% | -5.4% | +58.7% | +48.8% |
| All | +53.3% | -4.3% | +57.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling