+245.8%
AMAT vs REGN
+23.2%
+222.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.7% |
| 7D | +4.2% | -6.0% | +10.1% | +5.9% |
| 30D | -13.5% | -0.4% | -13.2% | -13.7% |
| 3M | -8.6% | +32.0% | -40.6% | -16.5% |
| 6M | +31.6% | +3.0% | +28.5% | +29.7% |
| YTD | +77.3% | +3.2% | +74.1% | +74.5% |
| 1Y | +179.4% | +43.4% | +135.9% | +144.6% |
| 3Y | +215.0% | -3.6% | +218.6% | +210.2% |
| 5Y | +245.8% | +23.1% | +222.7% | +205.8% |
| All | +245.8% | +23.2% | +222.6% | +205.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling