+46.1%
ASML vs REGN
+45.3%
+0.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -3.9% |
| 7D | -10.0% | +14.4% | -24.5% | -8.8% |
| 30D | -19.4% | +28.1% | -47.6% | -18.4% |
| 3M | -12.5% | +22.5% | -35.0% | -11.5% |
| 6M | +8.2% | +31.6% | -23.4% | +10.0% |
| YTD | +40.7% | +21.0% | +19.7% | +44.6% |
| 1Y | +46.1% | +49.0% | -2.8% | +72.3% |
| All | +46.1% | +45.3% | +0.8% | +72.3% |
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