+20.6%
NXPI vs REGN
+21.2%
-0.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +4.9% |
| 7D | +3.9% | -5.6% | +9.4% | +5.4% |
| 30D | +1.4% | -2.0% | +3.3% | +1.8% |
| 3M | -21.5% | +28.0% | -49.5% | -27.1% |
| 6M | +19.4% | +1.2% | +18.3% | +18.3% |
| YTD | +9.9% | +1.6% | +8.3% | +8.5% |
| 1Y | +7.9% | +38.2% | -30.4% | -5.3% |
| 3Y | +22.7% | -5.4% | +28.0% | +21.1% |
| All | +20.6% | +21.2% | -0.6% | +6.5% |
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 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