-49.7%
INTU vs REGN
+46.5%
-96.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.3% |
| 7D | -7.1% | +4.2% | -11.3% | -7.2% |
| 30D | +1.5% | +7.8% | -6.4% | +1.3% |
| 3M | +10.7% | +31.8% | -21.1% | +10.3% |
| 6M | -23.8% | +5.4% | -29.2% | -23.5% |
| YTD | -49.3% | +7.7% | -57.0% | -49.2% |
| 1Y | -49.7% | +46.7% | -96.3% | -50.1% |
| All | -49.7% | +46.5% | -96.1% | -50.1% |
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