+127.8%
AAPL vs REGN
+21.2%
+106.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +3.8% | -5.6% | +9.4% | +5.1% |
| 30D | +9.9% | -2.0% | +11.9% | +10.3% |
| 3M | +12.5% | +28.0% | -15.5% | +6.3% |
| 6M | +27.6% | +1.2% | +26.5% | +26.7% |
| YTD | +22.6% | +1.6% | +20.9% | +21.2% |
| 1Y | +45.0% | +38.2% | +6.7% | +32.6% |
| 3Y | +87.8% | -5.4% | +93.1% | +85.4% |
| All | +127.8% | +21.2% | +106.6% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling