-1.4%
LQD vs REGN
+43.8%
-45.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.1% | +0.3% |
| 7D | +0.4% | +10.3% | -9.9% | -0.1% |
| 30D | +2.5% | +22.2% | -19.8% | +1.3% |
| 3M | -1.5% | +17.6% | -19.2% | -2.4% |
| 6M | -2.1% | +28.9% | -31.0% | -3.5% |
| YTD | -2.0% | +17.4% | -19.5% | -3.0% |
| 1Y | -1.4% | +40.9% | -42.3% | -3.2% |
| All | -1.4% | +43.8% | -45.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling