+57.7%
AZN vs REGN
+21.2%
+36.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -1.6% | -5.6% | +4.0% | -0.3% |
| 30D | +1.1% | -2.0% | +3.0% | +1.4% |
| 3M | -12.1% | +28.0% | -40.1% | -16.7% |
| 6M | -17.1% | +1.2% | -18.3% | -17.8% |
| YTD | -12.0% | +1.6% | -13.6% | -12.8% |
| 1Y | -0.2% | +38.2% | -38.5% | -7.3% |
| 3Y | +26.8% | -5.4% | +32.1% | +25.7% |
| All | +57.7% | +21.2% | +36.6% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling