+285.7%
GDXJ vs REGN
-4.3%
+290.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | -2.8% | -5.6% | +2.8% | -2.1% |
| 30D | +5.0% | -2.0% | +6.9% | +5.3% |
| 3M | +24.1% | +28.0% | -3.9% | +20.5% |
| 6M | -7.4% | +1.2% | -8.5% | -7.7% |
| YTD | +10.2% | +1.6% | +8.6% | +9.8% |
| 1Y | +42.5% | +38.2% | +4.3% | +40.3% |
| 3Y | +285.7% | -5.4% | +291.1% | +322.9% |
| All | +285.7% | -4.3% | +290.0% | +322.9% |
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