+123.2%
GLW vs REGN
+46.5%
+76.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.6% | +5.8% |
| 7D | +3.8% | +4.2% | -0.5% | +3.3% |
| 30D | -1.3% | +7.8% | -9.2% | -2.4% |
| 3M | -21.8% | +31.8% | -53.6% | -25.2% |
| 6M | +6.9% | +5.4% | +1.5% | +6.9% |
| YTD | +77.2% | +7.7% | +69.5% | +77.1% |
| 1Y | +123.2% | +46.7% | +76.6% | +138.4% |
| All | +123.2% | +46.5% | +76.8% | +138.4% |
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