+97,349.8%
ASML vs REGN
+13,825.5%
+83,524.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +4.5% |
| 7D | +1.1% | +4.2% | -3.1% | +0.2% |
| 30D | +2.2% | +7.8% | -5.6% | +0.6% |
| 3M | -2.3% | +31.8% | -34.1% | -7.9% |
| 6M | +23.0% | +5.4% | +17.6% | +21.1% |
| YTD | +61.1% | +7.7% | +53.4% | +57.8% |
| 1Y | +129.1% | +46.7% | +82.4% | +110.1% |
| 3Y | +165.4% | +0.5% | +164.9% | +158.6% |
| 5Y | +109.5% | +22.9% | +86.5% | +94.7% |
| 10Y | +1,645.7% | +115.0% | +1,530.7% | +1,319.2% |
| All | +97,349.8% | +13,825.5% | +83,524.2% | +28,809.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling