+378.2%
AMD vs REGN
-2.9%
+381.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.1% |
| 7D | +10.4% | -6.0% | +16.4% | +11.3% |
| 30D | +6.2% | -0.4% | +6.5% | +6.1% |
| 3M | +11.3% | +32.0% | -20.7% | +5.7% |
| 6M | +147.8% | +3.0% | +144.8% | +146.0% |
| YTD | +135.2% | +3.2% | +132.0% | +133.0% |
| 1Y | +215.7% | +43.4% | +172.2% | +185.0% |
| All | +378.2% | -2.9% | +381.0% | +388.2% |
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