+82.6%
KO vs REGN
+21.2%
+61.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +0.2% | -5.6% | +5.8% | +0.8% |
| 30D | +1.8% | -2.0% | +3.8% | +2.0% |
| 3M | +7.7% | +28.0% | -20.3% | +5.0% |
| 6M | +15.3% | +1.2% | +14.1% | +14.8% |
| YTD | +28.0% | +1.6% | +26.3% | +27.3% |
| 1Y | +34.3% | +38.2% | -4.0% | +29.2% |
| 3Y | +63.8% | -5.4% | +69.1% | +63.5% |
| All | +82.6% | +21.2% | +61.4% | +73.6% |
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 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