-9.7%
JD vs REGN
+45.3%
-55.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.4% | +3.5% |
| 7D | +9.0% | +14.4% | -5.5% | +7.2% |
| 30D | +5.2% | +28.1% | -22.9% | +2.1% |
| 3M | -15.9% | +22.5% | -38.4% | -18.0% |
| 6M | -7.7% | +31.6% | -39.3% | -10.7% |
| YTD | +0.1% | +21.0% | -21.0% | -3.7% |
| 1Y | -9.7% | +49.0% | -58.7% | -14.3% |
| All | -9.7% | +45.3% | -55.1% | -14.3% |
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 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