+392.5%
AMD vs REGN
+21.2%
+371.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | +8.1% | -5.6% | +13.7% | +9.4% |
| 30D | +6.9% | -2.0% | +8.8% | +7.1% |
| 3M | +5.7% | +28.0% | -22.3% | -0.7% |
| 6M | +152.0% | +1.2% | +150.8% | +149.8% |
| YTD | +141.0% | +1.6% | +139.4% | +138.0% |
| 1Y | +231.6% | +38.2% | +193.3% | +197.2% |
| 3Y | +390.1% | -5.4% | +395.4% | +385.6% |
| All | +392.5% | +21.2% | +371.3% | +339.5% |
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 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