-39.3%
NFLX vs REGN
+45.3%
-84.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +5.1% |
| 7D | +7.1% | +14.4% | -7.3% | +5.3% |
| 30D | -1.6% | +28.1% | -29.8% | -4.6% |
| 3M | -9.8% | +22.5% | -32.3% | -11.6% |
| 6M | -27.1% | +31.6% | -58.6% | -29.1% |
| YTD | -29.2% | +21.0% | -50.2% | -31.3% |
| 1Y | -39.3% | +49.0% | -88.2% | -41.5% |
| All | -39.3% | +45.3% | -84.6% | -41.5% |
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 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