+1,767.1%
ASML vs REGN
+104.8%
+1,662.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +2.8% | -5.2% | +8.0% | +4.4% |
| 30D | -0.2% | +0.1% | -0.3% | -0.4% |
| 3M | -2.6% | +31.2% | -33.8% | -10.7% |
| 6M | +27.9% | +3.6% | +24.2% | +25.6% |
| YTD | +62.4% | +5.0% | +57.4% | +58.7% |
| 1Y | +116.2% | +45.9% | +70.4% | +89.0% |
| 3Y | +182.4% | -1.9% | +184.3% | +173.7% |
| 5Y | +112.4% | +26.2% | +86.2% | +85.7% |
| 10Y | +1,767.1% | +112.1% | +1,655.0% | +1,260.0% |
| All | +1,767.1% | +104.8% | +1,662.2% | +1,260.0% |
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