+54.8%
GDX vs REGN
+46.5%
+8.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | -0.4% | +4.2% | -4.6% | -1.4% |
| 30D | +18.6% | +7.8% | +10.8% | +16.7% |
| 3M | +14.9% | +31.8% | -16.9% | +7.8% |
| 6M | -6.3% | +5.4% | -11.6% | -8.1% |
| YTD | +15.7% | +7.7% | +8.1% | +13.2% |
| 1Y | +54.8% | +46.7% | +8.2% | +56.3% |
| All | +54.8% | +46.5% | +8.4% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling