+74.5%
GDXJ vs REGN
+4,397.5%
-4,323.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | -2.8% | -5.6% | +2.8% | -1.9% |
| 30D | +5.0% | -2.0% | +6.9% | +5.3% |
| 3M | +24.1% | +28.0% | -3.9% | +19.4% |
| 6M | -7.4% | +1.2% | -8.5% | -7.6% |
| YTD | +10.2% | +1.6% | +8.6% | +9.8% |
| 1Y | +42.5% | +38.2% | +4.3% | +35.2% |
| 3Y | +285.7% | -5.4% | +291.1% | +282.9% |
| 5Y | +231.9% | +21.3% | +210.6% | +213.6% |
| 10Y | +230.0% | +105.2% | +124.8% | +181.2% |
| All | +74.5% | +4,397.5% | -4,323.0% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling