-22.5%
DIS vs REGN
+51.9%
-74.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +1.9% | +5.7% | -3.8% | +1.0% |
| 30D | +9.2% | +22.8% | -13.6% | +5.3% |
| 3M | +13.5% | +18.7% | -5.2% | +10.0% |
| 6M | +14.3% | +33.1% | -18.8% | +8.4% |
| YTD | +5.4% | +24.3% | -18.9% | +0.8% |
| 1Y | +12.2% | +38.2% | -26.0% | +5.3% |
| 3Y | +37.2% | +21.1% | +16.1% | +28.7% |
| All | -22.5% | +51.9% | -74.4% | -32.0% |
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