+20.1%
W vs REGN
+46.5%
-26.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.4% |
| 7D | -4.2% | +4.2% | -8.4% | -6.3% |
| 30D | -7.6% | +7.8% | -15.4% | -11.2% |
| 3M | +37.2% | +31.8% | +5.4% | +17.8% |
| 6M | +26.3% | +5.4% | +20.9% | +22.7% |
| YTD | -1.0% | +7.7% | -8.6% | -6.2% |
| 1Y | +20.1% | +46.7% | -26.6% | -12.2% |
| All | +20.1% | +46.5% | -26.4% | -12.2% |
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