+40.6%
GLW vs REGN
+45.3%
-4.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.5% | -5.6% |
| 7D | -9.5% | +14.4% | -23.9% | -9.8% |
| 30D | -25.5% | +28.1% | -53.6% | -26.9% |
| 3M | -25.6% | +22.5% | -48.1% | -27.3% |
| 6M | -25.5% | +31.6% | -57.1% | -27.2% |
| YTD | +36.4% | +21.0% | +15.3% | +37.4% |
| 1Y | +40.6% | +49.0% | -8.4% | +50.3% |
| All | +40.6% | +45.3% | -4.7% | +50.3% |
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