+319.1%
DELL vs REGN
+46.5%
+272.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.5% |
| 7D | +14.9% | +4.2% | +10.7% | +15.0% |
| 30D | +13.3% | +7.8% | +5.5% | +13.5% |
| 3M | +24.4% | +31.8% | -7.4% | +24.7% |
| 6M | +258.0% | +5.4% | +252.6% | +272.4% |
| YTD | +320.2% | +7.7% | +312.5% | +335.4% |
| 1Y | +319.1% | +46.7% | +272.4% | +322.1% |
| All | +319.1% | +46.5% | +272.6% | +322.1% |
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