+3,847.4%
ANET vs REGN
+105.3%
+3,742.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +6.0% |
| 7D | +3.0% | -5.6% | +8.6% | +4.4% |
| 30D | -5.2% | -2.0% | -3.2% | -4.9% |
| 3M | +27.6% | +28.0% | -0.3% | +19.6% |
| 6M | +44.4% | +1.2% | +43.2% | +42.8% |
| YTD | +52.3% | +1.6% | +50.7% | +50.2% |
| 1Y | +30.4% | +38.2% | -7.8% | +17.4% |
| 3Y | +313.3% | -5.4% | +318.6% | +305.5% |
| 5Y | +810.0% | +21.3% | +788.7% | +703.3% |
| All | +3,847.4% | +105.3% | +3,742.1% | +2,896.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling