+10,218.9%
AMGN vs REGN
+3,485.7%
+6,733.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.1% |
| 7D | -13.7% | -5.6% | -8.1% | -12.9% |
| 30D | -8.8% | -2.0% | -6.8% | -8.5% |
| 3M | +7.2% | +28.0% | -20.8% | +3.0% |
| 6M | +1.3% | +1.2% | +0.1% | +1.0% |
| YTD | +17.6% | +1.6% | +16.0% | +17.2% |
| 1Y | +37.2% | +38.2% | -1.1% | +29.9% |
| 3Y | +57.7% | -5.4% | +63.1% | +57.3% |
| 5Y | +106.3% | +21.3% | +85.0% | +96.0% |
| 10Y | +205.3% | +105.2% | +100.1% | +163.3% |
| All | +10,218.9% | +3,485.7% | +6,733.1% | +3,453.3% |
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