+15.2%
BABA vs REGN
+105.3%
-90.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -3.5% | -5.6% | +2.1% | -2.5% |
| 30D | -12.7% | -2.0% | -10.8% | -12.5% |
| 3M | -3.0% | +28.0% | -31.0% | -7.6% |
| 6M | -19.1% | +1.2% | -20.2% | -19.6% |
| YTD | -24.7% | +1.6% | -26.4% | -25.5% |
| 1Y | -29.0% | +38.2% | -67.3% | -34.2% |
| 3Y | +30.9% | -5.4% | +36.3% | +28.7% |
| 5Y | -30.9% | +21.3% | -52.2% | -36.9% |
| All | +15.2% | +105.3% | -90.0% | -7.2% |
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