-29.8%
BABA vs REGN
+21.2%
-50.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -3.5% | -5.6% | +2.1% | -2.8% |
| 30D | -12.7% | -2.0% | -10.8% | -12.6% |
| 3M | -3.0% | +28.0% | -31.0% | -6.2% |
| 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% | -33.0% |
| 3Y | +30.9% | -5.4% | +36.3% | +28.5% |
| All | -29.8% | +21.2% | -50.9% | -34.8% |
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