+47.4%
JD vs REGN
+178.7%
-131.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | -3.0% | -5.2% | +2.2% | -1.7% |
| 30D | -19.3% | +0.1% | -19.4% | -19.4% |
| 3M | -6.0% | +31.2% | -37.2% | -12.6% |
| 6M | +1.8% | +3.6% | -1.8% | +0.3% |
| YTD | -2.6% | +5.0% | -7.6% | -4.6% |
| 1Y | -17.4% | +45.9% | -63.3% | -26.3% |
| 3Y | -8.6% | -1.9% | -6.7% | -11.3% |
| 5Y | -61.6% | +26.2% | -87.8% | -66.4% |
| 10Y | +16.9% | +112.1% | -95.2% | -18.5% |
| All | +47.4% | +178.7% | -131.3% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling