-29.0%
BABA vs REGN
+41.3%
-70.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -3.5% | -5.6% | +2.1% | -3.4% |
| 30D | -12.7% | -2.0% | -10.8% | -12.7% |
| 3M | -3.0% | +28.0% | -31.0% | -3.2% |
| 6M | -19.1% | +1.2% | -20.2% | -19.4% |
| YTD | -24.7% | +1.6% | -26.4% | -25.2% |
| 1Y | -29.0% | +38.2% | -67.3% | -30.3% |
| All | -29.0% | +41.3% | -70.4% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling