+80,969.7%
ASML vs REGN
+15,114.7%
+65,854.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.9% | +5.0% |
| 7D | -9.0% | -2.5% | -6.5% | -8.5% |
| 30D | -21.0% | +21.9% | -42.8% | -24.3% |
| 3M | -16.3% | +17.3% | -33.6% | -19.4% |
| 6M | -7.5% | +25.8% | -33.3% | -12.5% |
| YTD | +34.0% | +17.6% | +16.4% | +28.3% |
| 1Y | +39.3% | +40.5% | -1.2% | +28.4% |
| 3Y | +128.9% | +9.7% | +119.2% | +118.1% |
| 5Y | +76.1% | +49.3% | +26.8% | +56.9% |
| 10Y | +1,428.4% | +167.4% | +1,261.0% | +1,086.9% |
| All | +80,969.7% | +15,114.7% | +65,854.9% | +23,408.4% |
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