+313.3%
ANET vs REGN
-4.3%
+317.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.7% |
| 7D | +3.0% | -5.6% | +8.6% | +3.3% |
| 30D | -5.2% | -2.0% | -3.2% | -5.2% |
| 3M | +27.6% | +28.0% | -0.3% | +25.6% |
| 6M | +44.4% | +1.2% | +43.2% | +45.1% |
| YTD | +52.3% | +1.6% | +50.7% | +53.0% |
| 1Y | +30.4% | +38.2% | -7.8% | +26.2% |
| 3Y | +313.3% | -5.4% | +318.6% | +333.2% |
| All | +313.3% | -4.3% | +317.6% | +333.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling