+57.4%
INTC vs REGN
+45.3%
+12.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -5.5% |
| 7D | -39.0% | +14.4% | -53.4% | -34.3% |
| 30D | -49.8% | +28.1% | -78.0% | -45.7% |
| 3M | -42.2% | +22.5% | -64.7% | -37.6% |
| 6M | -39.2% | +31.6% | -70.7% | -33.2% |
| YTD | +57.9% | +21.0% | +36.9% | +74.7% |
| 1Y | +57.4% | +49.0% | +8.4% | +91.7% |
| All | +57.4% | +45.3% | +12.1% | +91.7% |
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 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