+84.2%
JNJ vs REGN
+21.2%
+63.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -3.5% | -5.6% | +2.1% | -2.7% |
| 30D | +2.3% | -2.0% | +4.3% | +2.6% |
| 3M | +12.0% | +28.0% | -16.0% | +7.9% |
| 6M | +10.5% | +1.2% | +9.3% | +9.9% |
| YTD | +30.4% | +1.6% | +28.8% | +29.5% |
| 1Y | +52.1% | +38.2% | +13.9% | +43.9% |
| 3Y | +77.8% | -5.4% | +83.2% | +76.8% |
| All | +84.2% | +21.2% | +63.0% | +73.4% |
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