+6.8%
BABA vs REGN
+163.8%
-157.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -13.8% | +5.7% | -19.4% | -14.7% |
| 30D | -15.1% | +22.8% | -37.9% | -18.7% |
| 3M | -22.7% | +18.7% | -41.4% | -25.7% |
| 6M | -34.7% | +33.1% | -67.8% | -38.7% |
| YTD | -35.0% | +24.3% | -59.3% | -38.4% |
| 1Y | -40.4% | +38.2% | -78.6% | -44.9% |
| 3Y | +21.9% | +21.1% | +0.9% | +13.5% |
| 5Y | -39.9% | +52.8% | -92.7% | -48.0% |
| 10Y | +7.9% | +129.8% | -121.9% | -20.3% |
| All | +6.8% | +163.8% | -157.0% | -24.0% |
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