+354.4%
ARKK vs REGN
+97.1%
+257.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -3.1% | -5.6% | +2.5% | -1.2% |
| 30D | +2.7% | -2.0% | +4.7% | +3.3% |
| 3M | +10.8% | +28.0% | -17.2% | +1.5% |
| 6M | +14.4% | +1.2% | +13.2% | +13.2% |
| YTD | +8.7% | +1.6% | +7.0% | +7.1% |
| 1Y | +6.7% | +38.2% | -31.5% | -6.6% |
| 3Y | +87.4% | -5.4% | +92.8% | +83.9% |
| 5Y | -29.5% | +21.3% | -50.7% | -37.9% |
| 10Y | +331.8% | +105.2% | +226.6% | +206.2% |
| All | +354.4% | +97.1% | +257.3% | +222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling