+1,557.1%
ASML vs REGN
+129.0%
+1,428.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +4.9% | +5.7% | -0.7% | +3.3% |
| 30D | -9.3% | +22.8% | -32.0% | -14.9% |
| 3M | -19.0% | +18.7% | -37.7% | -23.6% |
| 6M | -5.2% | +33.1% | -38.3% | -14.2% |
| YTD | +40.6% | +24.3% | +16.3% | +29.8% |
| 1Y | +47.5% | +38.2% | +9.3% | +31.1% |
| 3Y | +133.9% | +21.1% | +112.8% | +111.1% |
| 5Y | +83.8% | +52.8% | +31.0% | +49.9% |
| All | +1,557.1% | +129.0% | +1,428.1% | +986.0% |
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