+21.8%
GDXJ vs REGN
+45.3%
-23.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -4.4% | +14.0% | +10.5% |
| 7D | -0.2% | +14.4% | -14.6% | -4.2% |
| 30D | -7.6% | +28.1% | -35.7% | -15.2% |
| 3M | +2.3% | +22.5% | -20.2% | -4.0% |
| 6M | -7.8% | +31.6% | -39.4% | -15.5% |
| YTD | -8.4% | +21.0% | -29.4% | -13.3% |
| 1Y | +21.8% | +49.0% | -27.2% | +19.3% |
| All | +21.8% | +45.3% | -23.5% | +19.3% |
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