+192.5%
JNJ vs REGN
+105.3%
+87.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -3.5% | -5.6% | +2.1% | -2.5% |
| 30D | +2.3% | -2.0% | +4.3% | +2.7% |
| 3M | +12.0% | +28.0% | -16.0% | +7.1% |
| 6M | +10.5% | +1.2% | +9.3% | +9.8% |
| YTD | +30.4% | +1.6% | +28.8% | +29.3% |
| 1Y | +52.1% | +38.2% | +13.9% | +42.1% |
| 3Y | +77.8% | -5.4% | +83.2% | +75.8% |
| 5Y | +82.9% | +21.3% | +61.6% | +69.8% |
| All | +192.5% | +105.3% | +87.2% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling