+223.3%
HOOD vs REGN
+34.0%
+189.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -7.8% | -5.6% | -2.2% | -6.8% |
| 30D | +18.6% | -2.0% | +20.6% | +19.2% |
| 3M | +22.1% | +28.0% | -5.9% | +16.2% |
| 6M | +43.1% | +1.2% | +41.9% | +42.9% |
| YTD | -0.5% | +1.6% | -2.1% | -0.8% |
| 1Y | -4.4% | +38.2% | -42.6% | -11.4% |
| 3Y | +938.5% | -5.4% | +943.8% | +954.7% |
| 5Y | +173.4% | +21.3% | +152.2% | +125.1% |
| All | +223.3% | +34.0% | +189.3% | +316.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling