+16,820.0%
JPM vs REGN
+3,539.8%
+13,280.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -2.3% | -6.0% | +3.6% | -1.6% |
| 30D | -2.3% | -0.4% | -2.0% | -2.3% |
| 3M | +14.9% | +32.0% | -17.1% | +10.9% |
| 6M | +23.6% | +3.0% | +20.6% | +22.9% |
| YTD | +11.3% | +3.2% | +8.1% | +10.5% |
| 1Y | +19.9% | +43.4% | -23.6% | +14.0% |
| 3Y | +162.6% | -3.6% | +166.2% | +159.7% |
| 5Y | +154.6% | +23.1% | +131.5% | +142.6% |
| 10Y | +589.9% | +108.3% | +481.6% | +501.0% |
| All | +16,820.0% | +3,539.8% | +13,280.2% | +7,180.6% |
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