+0.5%
HD vs REGN
-2.9%
+3.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.2% |
| 7D | -3.9% | -6.0% | +2.1% | -2.9% |
| 30D | -13.1% | -0.4% | -12.8% | -13.1% |
| 3M | -3.4% | +32.0% | -35.4% | -8.0% |
| 6M | -12.6% | +3.0% | -15.6% | -13.4% |
| YTD | -9.2% | +3.2% | -12.4% | -10.3% |
| 1Y | -23.9% | +43.4% | -67.4% | -29.0% |
| All | +0.5% | -2.9% | +3.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling