+188.9%
AMAT vs REGN
+46.5%
+142.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.5% |
| 7D | -1.5% | +4.2% | -5.7% | -2.0% |
| 30D | -14.8% | +7.8% | -22.6% | -15.7% |
| 3M | -9.3% | +31.8% | -41.1% | -12.6% |
| 6M | +27.4% | +5.4% | +22.0% | +28.4% |
| YTD | +77.6% | +7.7% | +69.9% | +78.9% |
| 1Y | +188.9% | +46.7% | +142.3% | +177.9% |
| All | +188.9% | +46.5% | +142.5% | +177.9% |
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 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