+1,710.4%
NXPI vs REGN
+3,191.4%
-1,480.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.3% | -5.2% | +2.9% | -0.9% |
| 30D | -4.3% | +0.1% | -4.4% | -4.4% |
| 3M | -24.7% | +31.2% | -55.9% | -30.2% |
| 6M | +9.7% | +3.6% | +6.1% | +7.7% |
| YTD | +3.8% | +5.0% | -1.3% | +1.3% |
| 1Y | +1.6% | +45.9% | -44.3% | -10.3% |
| 3Y | +16.0% | -1.9% | +17.9% | +13.0% |
| 5Y | +16.1% | +26.2% | -10.1% | +4.1% |
| 10Y | +211.4% | +112.1% | +99.3% | +132.6% |
| All | +1,710.4% | +3,191.4% | -1,480.9% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling