-74.7%
NKE vs REGN
+21.2%
-95.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | -4.2% | -5.6% | +1.4% | -2.9% |
| 30D | -8.2% | -2.0% | -6.2% | -7.8% |
| 3M | -19.1% | +28.0% | -47.0% | -23.6% |
| 6M | -32.6% | +1.2% | -33.8% | -33.1% |
| YTD | -40.7% | +1.6% | -42.4% | -41.4% |
| 1Y | -48.9% | +38.2% | -87.1% | -53.4% |
| 3Y | -59.2% | -5.4% | -53.9% | -60.2% |
| All | -74.7% | +21.2% | -95.9% | -77.4% |
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