+2,770.9%
AVGO vs REGN
+105.3%
+2,665.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +1.1% | -5.6% | +6.7% | +2.5% |
| 30D | -13.0% | -2.0% | -11.0% | -12.7% |
| 3M | -6.0% | +28.0% | -33.9% | -12.0% |
| 6M | +6.4% | +1.2% | +5.2% | +5.3% |
| YTD | +5.0% | +1.6% | +3.3% | +3.6% |
| 1Y | +1.4% | +38.2% | -36.8% | -8.5% |
| 3Y | +336.8% | -5.4% | +342.2% | +330.1% |
| 5Y | +698.2% | +21.3% | +676.9% | +614.7% |
| All | +2,770.9% | +105.3% | +2,665.7% | +2,094.6% |
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