+286.8%
DELL vs REGN
+1.9%
+284.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +11.7% |
| 7D | +8.2% | -5.6% | +13.8% | +7.2% |
| 30D | +17.1% | -2.0% | +19.0% | +17.2% |
| 3M | +45.2% | +28.0% | +17.2% | +53.7% |
| 6M | +286.8% | +1.2% | +285.6% | +335.1% |
| All | +286.8% | +1.9% | +284.9% | +335.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling