+231.1%
HOOD vs REGN
+38.5%
+192.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +7.7% | -5.2% | +13.0% | +8.9% |
| 30D | +22.0% | +0.1% | +21.9% | +22.0% |
| 3M | +37.6% | +31.2% | +6.4% | +30.3% |
| 6M | +45.3% | +3.6% | +41.7% | +44.4% |
| YTD | +1.9% | +5.0% | -3.1% | +0.9% |
| 1Y | -2.7% | +45.9% | -48.6% | -10.8% |
| 3Y | +973.4% | -1.9% | +975.2% | +982.2% |
| 5Y | +179.3% | +26.2% | +153.1% | +131.9% |
| All | +231.1% | +38.5% | +192.6% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling