+57.7%
AMGN vs REGN
-4.3%
+62.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.8% |
| 7D | -13.7% | -5.6% | -8.1% | -11.8% |
| 30D | -8.8% | -2.0% | -6.8% | -8.0% |
| 3M | +7.2% | +28.0% | -20.8% | -1.5% |
| 6M | +1.3% | +1.2% | +0.1% | +0.4% |
| YTD | +17.6% | +1.6% | +16.0% | +16.5% |
| 1Y | +37.2% | +38.2% | -1.1% | +22.8% |
| 3Y | +57.7% | -5.4% | +63.1% | +54.1% |
| All | +57.7% | -4.3% | +62.1% | +54.1% |
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