+462.9%
META vs REGN
+129.0%
+334.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.8% |
| 7D | +5.2% | +5.7% | -0.5% | +3.5% |
| 30D | -13.0% | +22.8% | -35.8% | -18.3% |
| 3M | +7.9% | +18.7% | -10.7% | +2.2% |
| 6M | +4.2% | +33.1% | -28.8% | -5.1% |
| YTD | -2.5% | +24.3% | -26.8% | -9.9% |
| 1Y | +5.6% | +38.2% | -32.6% | -5.7% |
| 3Y | +96.8% | +21.1% | +75.7% | +78.3% |
| 5Y | +90.0% | +52.8% | +37.2% | +56.8% |
| All | +462.9% | +129.0% | +334.0% | +283.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling