+188.2%
ASML vs REGN
-1.5%
+189.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.3% |
| 7D | +6.0% | -1.6% | +7.6% | +6.3% |
| 30D | +1.4% | +3.4% | -2.1% | +0.6% |
| 3M | +1.0% | +32.7% | -31.7% | -4.8% |
| 6M | +37.0% | +6.9% | +30.1% | +35.1% |
| YTD | +65.8% | +5.4% | +60.4% | +63.9% |
| 1Y | +123.1% | +45.8% | +77.3% | +103.6% |
| 3Y | +188.2% | -1.5% | +189.7% | +192.5% |
| All | +188.2% | -1.5% | +189.7% | +192.5% |
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 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