+37.3%
ANET vs REGN
+46.5%
-9.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.0% |
| 7D | -0.8% | +4.2% | -5.0% | -0.4% |
| 30D | -1.8% | +7.8% | -9.6% | -1.2% |
| 3M | +16.7% | +31.8% | -15.1% | +19.9% |
| 6M | +43.7% | +5.4% | +38.3% | +47.9% |
| YTD | +47.9% | +7.7% | +40.2% | +52.5% |
| 1Y | +37.3% | +46.7% | -9.4% | +42.7% |
| All | +37.3% | +46.5% | -9.2% | +42.7% |
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