+5,074.9%
DELL vs REGN
+90.0%
+4,984.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +37.0% |
| 6M | +286.8% | +1.2% | +285.6% | +283.7% |
| YTD | +354.8% | +1.6% | +353.1% | +350.4% |
| 1Y | +358.3% | +38.2% | +320.0% | +320.1% |
| 3Y | +724.9% | -5.4% | +730.3% | +715.8% |
| 5Y | +1,193.7% | +21.3% | +1,172.4% | +1,094.4% |
| 10Y | +4,433.8% | +105.2% | +4,328.6% | +3,513.2% |
| All | +5,074.9% | +90.0% | +4,984.9% | +4,148.1% |
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 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