+26.8%
AZN vs REGN
-4.3%
+31.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -1.6% | -5.6% | +4.0% | -0.3% |
| 30D | +1.1% | -2.0% | +3.0% | +1.5% |
| 3M | -12.1% | +28.0% | -40.1% | -16.9% |
| 6M | -17.1% | +1.2% | -18.3% | -17.9% |
| YTD | -12.0% | +1.6% | -13.6% | -13.0% |
| 1Y | -0.2% | +38.2% | -38.5% | -7.5% |
| 3Y | +26.8% | -5.4% | +32.1% | +26.1% |
| All | +26.8% | -4.3% | +31.1% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling