+61.4%
AMAT vs REGN
+45.3%
+16.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -3.6% |
| 7D | -11.2% | +14.4% | -25.6% | -10.0% |
| 30D | -31.9% | +28.1% | -60.0% | -31.2% |
| 3M | -32.3% | +22.5% | -54.8% | -31.9% |
| 6M | -5.4% | +31.6% | -37.0% | -3.6% |
| YTD | +44.3% | +21.0% | +23.2% | +49.8% |
| 1Y | +61.4% | +49.0% | +12.4% | +84.2% |
| All | +61.4% | +45.3% | +16.1% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling