+9,952.9%
AMD vs REGN
+4,284.0%
+5,668.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.2% | -8.8% |
| 7D | +18.9% | +5.7% | +13.3% | +17.9% |
| 30D | -6.4% | +22.8% | -29.2% | -10.0% |
| 3M | +10.6% | +18.7% | -8.1% | +6.8% |
| 6M | +19.9% | +33.1% | -13.2% | +13.1% |
| YTD | +149.4% | +24.3% | +125.1% | +137.4% |
| 1Y | +115.4% | +38.2% | +77.2% | +100.9% |
| 3Y | +357.3% | +21.1% | +336.2% | +330.5% |
| 5Y | +261.1% | +52.8% | +208.3% | +224.6% |
| 10Y | +7,883.0% | +129.8% | +7,753.2% | +6,558.2% |
| All | +9,952.9% | +4,284.0% | +5,668.9% | +3,554.3% |
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