+1,145.9%
DELL vs REGN
+21.2%
+1,124.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +12.3% |
| 7D | +8.2% | -5.6% | +13.8% | +9.5% |
| 30D | +17.1% | -2.0% | +19.0% | +17.5% |
| 3M | +45.2% | +28.0% | +17.2% | +36.8% |
| 6M | +286.8% | +1.2% | +285.6% | +285.4% |
| YTD | +354.8% | +1.6% | +353.1% | +352.3% |
| 1Y | +358.3% | +38.2% | +320.0% | +317.8% |
| 3Y | +724.9% | -5.4% | +730.3% | +725.8% |
| All | +1,145.9% | +21.2% | +1,124.8% | +1,033.8% |
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