+31,674.6%
AVGO vs REGN
+3,554.7%
+28,119.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +1.0% | -6.0% | +7.0% | +2.4% |
| 30D | -13.3% | -0.4% | -12.9% | -13.3% |
| 3M | -2.9% | +32.0% | -34.9% | -9.4% |
| 6M | +5.7% | +3.0% | +2.7% | +4.2% |
| YTD | +4.6% | +3.2% | +1.5% | +2.9% |
| 1Y | -1.6% | +43.4% | -45.1% | -11.2% |
| 3Y | +336.2% | -3.6% | +339.8% | +326.1% |
| 5Y | +695.6% | +23.1% | +672.5% | +619.7% |
| 10Y | +2,827.6% | +108.3% | +2,719.3% | +2,149.7% |
| All | +31,674.6% | +3,554.7% | +28,119.9% | +14,718.5% |
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