+160.3%
EBAY vs REGN
-4.3%
+164.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | +4.2% | -5.6% | +9.8% | +4.9% |
| 30D | +5.6% | -2.0% | +7.6% | +5.8% |
| 3M | -1.4% | +28.0% | -29.4% | -4.3% |
| 6M | +18.2% | +1.2% | +17.1% | +17.4% |
| YTD | +24.8% | +1.6% | +23.2% | +23.7% |
| 1Y | +18.0% | +38.2% | -20.2% | +12.1% |
| 3Y | +160.3% | -5.4% | +165.6% | +169.0% |
| All | +160.3% | -4.3% | +164.6% | +169.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling