+3,522.5%
ADSK vs REGN
+3,485.7%
+36.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -2.5% | -5.6% | +3.1% | -1.7% |
| 30D | -14.9% | -2.0% | -12.9% | -14.7% |
| 3M | +3.3% | +28.0% | -24.6% | -0.4% |
| 6M | -15.7% | +1.2% | -16.8% | -16.1% |
| YTD | -28.2% | +1.6% | -29.9% | -28.8% |
| 1Y | -34.5% | +38.2% | -72.8% | -38.1% |
| 3Y | -2.9% | -5.4% | +2.5% | -4.0% |
| 5Y | -25.3% | +21.3% | -46.6% | -29.3% |
| 10Y | +217.8% | +105.2% | +112.6% | +174.7% |
| All | +3,522.5% | +3,485.7% | +36.8% | +1,376.7% |
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