+111,106.2%
AMAT vs REGN
+4,302.1%
+106,804.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.7% | +1.3% | +5.3% |
| 7D | +7.0% | +3.1% | +3.9% | +6.5% |
| 30D | -20.6% | +25.8% | -46.4% | -23.8% |
| 3M | -24.8% | +20.5% | -45.3% | -27.4% |
| 6M | -10.7% | +35.0% | -45.7% | -15.8% |
| YTD | +54.3% | +24.8% | +29.5% | +47.4% |
| 1Y | +73.7% | +43.0% | +30.8% | +62.0% |
| 3Y | +168.4% | +21.2% | +147.2% | +154.4% |
| 5Y | +167.6% | +54.5% | +113.0% | +142.6% |
| 10Y | +1,425.2% | +130.7% | +1,294.5% | +1,180.7% |
| All | +111,106.2% | +4,302.1% | +106,804.1% | +32,978.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling