-16.0%
AMKR vs REGN
+43.8%
-59.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -3.0% | -11.5% | -14.8% |
| 7D | -26.0% | +10.3% | -36.3% | -24.6% |
| 30D | -42.9% | +22.2% | -65.1% | -41.3% |
| 3M | -43.3% | +17.6% | -60.9% | -41.9% |
| 6M | -60.1% | +28.9% | -89.0% | -57.7% |
| YTD | -22.4% | +17.4% | -39.8% | -16.3% |
| 1Y | -16.0% | +40.9% | -56.9% | +3.8% |
| All | -16.0% | +43.8% | -59.8% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling