+143.3%
DELL vs REGN
+45.3%
+98.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.4% | -4.4% | -9.6% |
| 7D | -24.6% | +14.4% | -39.0% | -22.0% |
| 30D | -32.5% | +28.1% | -60.6% | -29.7% |
| 3M | -20.2% | +22.5% | -42.7% | -16.7% |
| 6M | +76.5% | +31.6% | +44.9% | +91.3% |
| YTD | +198.9% | +21.0% | +177.9% | +227.5% |
| 1Y | +143.3% | +49.0% | +94.4% | +170.5% |
| All | +143.3% | +45.3% | +98.0% | +170.5% |
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