-40.1%
INTU vs REGN
-4.3%
-35.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.0% |
| 7D | -3.3% | -5.6% | +2.2% | -2.8% |
| 30D | -3.9% | -2.0% | -2.0% | -3.7% |
| 3M | +16.6% | +28.0% | -11.3% | +14.0% |
| 6M | -26.4% | +1.2% | -27.6% | -26.5% |
| YTD | -51.0% | +1.6% | -52.6% | -51.1% |
| 1Y | -50.8% | +38.2% | -89.0% | -53.0% |
| 3Y | -40.1% | -5.4% | -34.7% | -38.9% |
| All | -40.1% | -4.3% | -35.7% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling