-4.6%
HD vs REGN
+45.3%
-49.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.4% | +10.9% | +7.2% |
| 7D | +11.9% | +14.4% | -2.5% | +9.0% |
| 30D | +26.4% | +28.1% | -1.7% | +20.6% |
| 3M | +2.8% | +22.5% | -19.7% | -1.2% |
| 6M | +15.5% | +31.6% | -16.1% | +8.7% |
| YTD | +5.5% | +21.0% | -15.5% | +0.2% |
| 1Y | -4.6% | +49.0% | -53.5% | -9.9% |
| All | -4.6% | +45.3% | -49.9% | -9.9% |
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