+459.7%
GLW vs REGN
-2.9%
+462.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.9% |
| 7D | +11.7% | -6.0% | +17.7% | +12.7% |
| 30D | +2.7% | -0.4% | +3.0% | +2.5% |
| 3M | -2.8% | +32.0% | -34.8% | -8.3% |
| 6M | +20.2% | +3.0% | +17.1% | +19.3% |
| YTD | +87.3% | +3.2% | +84.1% | +86.1% |
| 1Y | +119.6% | +43.4% | +76.1% | +107.1% |
| All | +459.7% | -2.9% | +462.6% | +459.5% |
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