+31.3%
NFLX vs REGN
+21.2%
+10.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | -1.1% | -5.6% | +4.5% | -0.3% |
| 30D | +4.3% | -2.0% | +6.3% | +4.6% |
| 3M | -4.8% | +28.0% | -32.7% | -8.0% |
| 6M | -18.4% | +1.2% | -19.6% | -18.8% |
| YTD | -17.4% | +1.6% | -19.1% | -18.0% |
| 1Y | -35.7% | +38.2% | -73.9% | -39.4% |
| 3Y | +73.8% | -5.4% | +79.2% | +74.2% |
| All | +31.3% | +21.2% | +10.2% | +18.9% |
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 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