+761.8%
HPE vs REGN
+52.9%
+708.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.5% | +13.9% | +12.7% |
| 7D | +19.4% | -5.6% | +25.0% | +20.8% |
| 30D | +5.6% | -2.0% | +7.6% | +5.9% |
| 3M | +33.1% | +28.0% | +5.1% | +25.7% |
| 6M | +192.5% | +1.2% | +191.3% | +189.9% |
| YTD | +160.9% | +1.6% | +159.3% | +158.0% |
| 1Y | +155.0% | +38.2% | +116.7% | +133.6% |
| 3Y | +289.4% | -5.4% | +294.8% | +283.3% |
| 5Y | +395.7% | +21.3% | +374.4% | +354.4% |
| 10Y | +574.8% | +105.2% | +469.6% | +404.8% |
| All | +761.8% | +52.9% | +708.8% | +616.0% |
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