+66.9%
AMAT vs REGN
+40.6%
+26.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.7% |
| 7D | +11.4% | +5.7% | +5.7% | +11.4% |
| 30D | -17.0% | +22.8% | -39.8% | -16.2% |
| 3M | -30.6% | +18.7% | -49.3% | -29.7% |
| 6M | -14.9% | +33.1% | -48.0% | -13.3% |
| YTD | +44.7% | +24.3% | +20.4% | +50.3% |
| 1Y | +66.9% | +38.2% | +28.7% | +78.1% |
| All | +66.9% | +40.6% | +26.3% | +78.1% |
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