-14.0%
META vs REGN
+43.6%
-57.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | +5.5% | -6.0% | +11.5% | +5.8% |
| 30D | +7.6% | -0.4% | +7.9% | +7.5% |
| 3M | +13.0% | +32.0% | -19.0% | +10.7% |
| 6M | -1.3% | +3.0% | -4.3% | -1.4% |
| YTD | -2.2% | +3.2% | -5.4% | -2.4% |
| 1Y | -14.0% | +43.4% | -57.5% | -14.8% |
| All | -14.0% | +43.6% | -57.6% | -14.8% |
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