+5,027.0%
JNJ vs REGN
+3,485.7%
+1,541.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -3.5% | -5.6% | +2.1% | -3.2% |
| 30D | +2.3% | -2.0% | +4.3% | +2.4% |
| 3M | +12.0% | +28.0% | -16.0% | +10.5% |
| 6M | +10.5% | +1.2% | +9.3% | +10.3% |
| YTD | +30.4% | +1.6% | +28.8% | +30.1% |
| 1Y | +52.1% | +38.2% | +13.9% | +49.2% |
| 3Y | +77.8% | -5.4% | +83.2% | +77.2% |
| 5Y | +82.9% | +21.3% | +61.6% | +79.4% |
| 10Y | +194.8% | +105.2% | +89.6% | +179.8% |
| All | +5,027.0% | +3,485.7% | +1,541.3% | +3,353.2% |
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 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