+123.4%
ADI vs REGN
-4.3%
+127.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.3% | +5.2% |
| 7D | +4.6% | -5.6% | +10.1% | +6.1% |
| 30D | -1.2% | -2.0% | +0.8% | -0.8% |
| 3M | -7.8% | +28.0% | -35.8% | -14.4% |
| 6M | +19.3% | +1.2% | +18.2% | +18.7% |
| YTD | +40.9% | +1.6% | +39.3% | +39.8% |
| 1Y | +54.5% | +38.2% | +16.3% | +38.0% |
| 3Y | +123.4% | -5.4% | +128.8% | +125.9% |
| All | +123.4% | -4.3% | +127.7% | +125.9% |
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