+228.1%
AMAT vs REGN
-1.5%
+229.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.5% |
| 7D | +7.0% | -1.6% | +8.6% | +7.3% |
| 30D | -12.2% | +3.4% | -15.6% | -13.2% |
| 3M | -3.8% | +32.7% | -36.5% | -11.1% |
| 6M | +45.9% | +6.9% | +39.0% | +43.3% |
| YTD | +84.6% | +5.4% | +79.2% | +81.9% |
| 1Y | +193.4% | +45.8% | +147.5% | +160.5% |
| 3Y | +228.1% | -1.5% | +229.6% | +235.0% |
| All | +228.1% | -1.5% | +229.6% | +235.0% |
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