+11.7%
AMZN vs REGN
+41.3%
-29.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | -0.7% | -5.6% | +4.9% | 0.0% |
| 30D | -3.9% | -2.0% | -2.0% | -3.7% |
| 3M | +6.3% | +28.0% | -21.6% | +4.0% |
| 6M | +20.8% | +1.2% | +19.6% | +19.1% |
| YTD | +11.2% | +1.6% | +9.6% | +9.6% |
| 1Y | +11.7% | +38.2% | -26.6% | +8.2% |
| All | +11.7% | +41.3% | -29.7% | +8.2% |
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