+44.6%
GOOG vs REGN
+46.5%
-1.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.8% |
| 7D | -2.1% | +4.2% | -6.4% | -2.7% |
| 30D | -6.8% | +7.8% | -14.7% | -7.8% |
| 3M | -9.1% | +31.8% | -40.9% | -12.5% |
| 6M | +10.7% | +5.4% | +5.3% | +9.1% |
| YTD | +7.1% | +7.7% | -0.6% | +5.4% |
| 1Y | +44.6% | +46.7% | -2.0% | +40.7% |
| All | +44.6% | +46.5% | -1.8% | +40.7% |
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