+63.9%
META vs REGN
+22.5%
+41.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +6.0% | -1.6% | +7.7% | +6.4% |
| 30D | +3.6% | +3.4% | +0.2% | +2.7% |
| 3M | +4.9% | +32.7% | -27.8% | -2.7% |
| 6M | -4.7% | +6.9% | -11.6% | -6.8% |
| YTD | -6.9% | +5.4% | -12.3% | -8.8% |
| 1Y | -18.2% | +45.8% | -64.0% | -27.4% |
| 3Y | +107.8% | -1.5% | +109.3% | +104.2% |
| 5Y | +63.9% | +22.2% | +41.7% | +41.8% |
| All | +63.9% | +22.5% | +41.4% | +41.8% |
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 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