+96.7%
META vs REGN
+16.2%
+80.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.3% | -5.9% | +9.2% | +4.1% |
| 30D | -10.8% | +22.7% | -33.5% | -13.4% |
| 3M | +7.9% | +13.5% | -5.6% | +5.9% |
| 6M | +5.4% | +28.5% | -23.1% | +1.3% |
| YTD | -2.6% | +19.1% | -21.7% | -5.3% |
| 1Y | +1.9% | +40.6% | -38.8% | -3.8% |
| All | +96.7% | +16.2% | +80.5% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling