+1,593.8%
META vs REGN
+631.3%
+962.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.3% | -5.9% | +9.2% | +5.0% |
| 30D | -10.8% | +22.7% | -33.5% | -16.2% |
| 3M | +7.9% | +13.5% | -5.6% | +3.5% |
| 6M | +5.4% | +28.5% | -23.1% | -3.0% |
| YTD | -2.6% | +19.1% | -21.7% | -8.8% |
| 1Y | +1.9% | +40.6% | -38.8% | -9.4% |
| 3Y | +97.0% | +15.7% | +81.2% | +80.7% |
| 5Y | +97.6% | +48.6% | +49.0% | +65.9% |
| 10Y | +436.0% | +118.6% | +317.4% | +282.5% |
| All | +1,593.8% | +631.3% | +962.4% | +777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling