+2,001.8%
IBM vs REGN
+3,605.8%
-1,604.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +3.6% | -5.2% | +8.8% | +4.0% |
| 30D | +1.5% | +0.1% | +1.5% | +1.5% |
| 3M | -12.9% | +31.2% | -44.1% | -14.7% |
| 6M | -3.9% | +3.6% | -7.5% | -4.3% |
| YTD | -17.3% | +5.0% | -22.4% | -17.9% |
| 1Y | -5.0% | +45.9% | -50.9% | -8.1% |
| 3Y | +78.2% | -1.9% | +80.1% | +76.7% |
| 5Y | +120.6% | +26.2% | +94.4% | +113.4% |
| 10Y | +144.5% | +112.1% | +32.4% | +124.5% |
| All | +2,001.8% | +3,605.8% | -1,604.0% | +1,162.3% |
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