-61.5%
JD vs REGN
+21.2%
-82.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -4.2% | -5.6% | +1.3% | -3.4% |
| 30D | -14.4% | -2.0% | -12.4% | -14.2% |
| 3M | -3.6% | +28.0% | -31.5% | -7.2% |
| 6M | -0.3% | +1.2% | -1.5% | -0.8% |
| YTD | -2.4% | +1.6% | -4.0% | -3.1% |
| 1Y | -18.5% | +38.2% | -56.8% | -23.1% |
| 3Y | -7.0% | -5.4% | -1.7% | -8.8% |
| All | -61.5% | +21.2% | -82.6% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling