+155.2%
W vs REGN
+105.3%
+50.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.9% |
| 7D | -0.9% | -5.6% | +4.7% | +2.2% |
| 30D | -4.2% | -2.0% | -2.3% | -3.5% |
| 3M | +26.9% | +28.0% | -1.1% | +10.4% |
| 6M | +31.2% | +1.2% | +30.1% | +28.6% |
| YTD | -1.8% | +1.6% | -3.5% | -4.7% |
| 1Y | +9.3% | +38.2% | -28.9% | -10.4% |
| 3Y | +33.2% | -5.4% | +38.6% | +30.8% |
| 5Y | -62.4% | +21.3% | -83.7% | -68.0% |
| All | +155.2% | +105.3% | +50.0% | +72.1% |
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