+152.5%
JPM vs REGN
+21.2%
+131.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.0% |
| 7D | -0.7% | -5.6% | +4.9% | +0.3% |
| 30D | -2.5% | -2.0% | -0.5% | -2.2% |
| 3M | +14.1% | +28.0% | -13.8% | +9.3% |
| 6M | +25.1% | +1.2% | +23.9% | +24.4% |
| YTD | +12.1% | +1.6% | +10.5% | +11.2% |
| 1Y | +18.8% | +38.2% | -19.4% | +11.3% |
| 3Y | +163.4% | -5.4% | +168.8% | +160.9% |
| All | +152.5% | +21.2% | +131.4% | +127.9% |
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