+195.2%
AMD vs REGN
+46.5%
+148.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.4% |
| 7D | +2.6% | +4.2% | -1.6% | +3.3% |
| 30D | -0.9% | +7.8% | -8.7% | +0.4% |
| 3M | -8.7% | +31.8% | -40.5% | -4.2% |
| 6M | +136.3% | +5.4% | +131.0% | +137.6% |
| YTD | +123.0% | +7.7% | +115.3% | +126.2% |
| 1Y | +195.2% | +46.7% | +148.5% | +237.5% |
| All | +195.2% | +46.5% | +148.7% | +237.5% |
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 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