-31.7%
NKE vs REGN
+45.3%
-77.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.6% | +5.7% |
| 7D | +9.0% | +14.4% | -5.4% | +6.7% |
| 30D | +19.2% | +28.1% | -8.9% | +14.9% |
| 3M | -1.5% | +22.5% | -24.0% | -4.4% |
| 6M | -4.2% | +31.6% | -35.8% | -8.4% |
| YTD | -34.8% | +21.0% | -55.8% | -37.4% |
| 1Y | -31.7% | +49.0% | -80.6% | -36.1% |
| All | -31.7% | +45.3% | -77.0% | -36.1% |
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