+3,448.8%
GLW vs REGN
+3,605.8%
-157.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +16.9% | -5.2% | +22.1% | +17.6% |
| 30D | +7.0% | +0.1% | +6.9% | +6.8% |
| 3M | -3.0% | +31.2% | -34.2% | -6.7% |
| 6M | +31.0% | +3.6% | +27.4% | +29.9% |
| YTD | +93.4% | +5.0% | +88.4% | +91.6% |
| 1Y | +134.7% | +45.9% | +88.9% | +122.0% |
| 3Y | +471.8% | -1.9% | +473.7% | +464.0% |
| 5Y | +394.5% | +26.2% | +368.3% | +367.7% |
| 10Y | +867.9% | +112.1% | +755.9% | +741.5% |
| All | +3,448.8% | +3,605.8% | -157.0% | +1,568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling