+165.4%
W vs REGN
+129.1%
+36.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +5.9% | -5.2% | +11.1% | +8.7% |
| 30D | -3.0% | +0.1% | -3.1% | -3.3% |
| 3M | +40.3% | +31.2% | +9.1% | +21.8% |
| 6M | +32.2% | +3.6% | +28.6% | +28.3% |
| YTD | -0.3% | +5.0% | -5.3% | -4.5% |
| 1Y | +16.2% | +45.9% | -29.7% | -5.9% |
| 3Y | +40.7% | -1.9% | +42.6% | +36.3% |
| 5Y | -62.3% | +26.2% | -88.5% | -68.0% |
| 10Y | +162.2% | +112.1% | +50.2% | +73.9% |
| All | +165.4% | +129.1% | +36.3% | +77.3% |
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