-0.8%
GOOG vs REGN
+43.8%
-44.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.0% | -1.7% |
| 7D | -0.2% | +10.3% | -10.5% | -1.5% |
| 30D | -18.2% | +22.2% | -40.5% | -20.7% |
| 3M | -21.7% | +17.6% | -39.3% | -23.6% |
| 6M | -26.6% | +28.9% | -55.5% | -29.5% |
| YTD | -10.0% | +17.4% | -27.5% | -12.7% |
| 1Y | -0.8% | +40.9% | -41.7% | -3.0% |
| All | -0.8% | +43.8% | -44.6% | -3.0% |
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