+115.6%
ASML vs REGN
+22.5%
+93.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.4% |
| 7D | +6.0% | -1.6% | +7.6% | +6.4% |
| 30D | +1.4% | +3.4% | -2.1% | +0.3% |
| 3M | +1.0% | +32.7% | -31.7% | -6.8% |
| 6M | +37.0% | +6.9% | +30.1% | +34.0% |
| YTD | +65.8% | +5.4% | +60.4% | +62.5% |
| 1Y | +123.1% | +45.8% | +77.3% | +97.0% |
| 3Y | +188.2% | -1.5% | +189.7% | +182.7% |
| 5Y | +115.6% | +22.2% | +93.4% | +91.3% |
| All | +115.6% | +22.5% | +93.1% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling