+129.2%
HPE vs REGN
+46.5%
+82.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.5% |
| 7D | -0.6% | +4.2% | -4.8% | -0.5% |
| 30D | -2.3% | +7.8% | -10.1% | -2.3% |
| 3M | -2.9% | +31.8% | -34.7% | -2.7% |
| 6M | +143.6% | +5.4% | +138.2% | +149.1% |
| YTD | +118.5% | +7.7% | +110.9% | +122.8% |
| 1Y | +129.2% | +46.7% | +82.5% | +122.9% |
| All | +129.2% | +46.5% | +82.7% | +122.9% |
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