-14.9%
AMAT vs REGN
+32.8%
-47.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -2.7% |
| 7D | +11.4% | +5.7% | +5.7% | +12.3% |
| 30D | -17.0% | +22.8% | -39.8% | -12.1% |
| 3M | -30.6% | +18.7% | -49.3% | -26.6% |
| 6M | -14.9% | +33.1% | -48.0% | -0.9% |
| All | -14.9% | +32.8% | -47.8% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling