+105.9%
GILD vs REGN
-4.3%
+110.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -4.8% | -5.6% | +0.8% | -3.3% |
| 30D | +5.8% | -2.0% | +7.7% | +6.4% |
| 3M | +14.9% | +28.0% | -13.0% | +7.4% |
| 6M | -0.4% | +1.2% | -1.5% | -1.3% |
| YTD | +18.5% | +1.6% | +16.9% | +17.3% |
| 1Y | +25.1% | +38.2% | -13.1% | +14.4% |
| 3Y | +105.9% | -5.4% | +111.3% | +90.6% |
| All | +105.9% | -4.3% | +110.2% | +90.6% |
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