+384.1%
GLW vs REGN
+21.2%
+363.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.2% |
| 7D | +7.8% | -5.6% | +13.4% | +8.8% |
| 30D | -0.4% | -2.0% | +1.5% | -0.3% |
| 3M | -5.6% | +28.0% | -33.5% | -10.0% |
| 6M | +26.7% | +1.2% | +25.6% | +26.1% |
| YTD | +91.0% | +1.6% | +89.4% | +90.0% |
| 1Y | +122.4% | +38.2% | +84.2% | +110.5% |
| 3Y | +471.0% | -5.4% | +476.4% | +470.0% |
| All | +384.1% | +21.2% | +363.0% | +346.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling