+28.2%
BABA vs REGN
+128.5%
-100.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.6% |
| 7D | -4.8% | +4.2% | -9.0% | -5.6% |
| 30D | -11.9% | +7.8% | -19.7% | -13.3% |
| 3M | -9.3% | +31.8% | -41.1% | -14.4% |
| 6M | -14.2% | +5.4% | -19.6% | -15.5% |
| YTD | -22.0% | +7.7% | -29.7% | -23.7% |
| 1Y | -12.7% | +46.7% | -59.4% | -20.5% |
| 3Y | +26.7% | +0.5% | +26.2% | +22.9% |
| 5Y | -29.3% | +22.9% | -52.3% | -35.8% |
| 10Y | +21.2% | +115.0% | -93.7% | -9.3% |
| All | +28.2% | +128.5% | -100.4% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling