+44.6%
OKE vs REGN
+45.3%
-0.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.8% | -3.7% |
| 7D | -5.2% | +14.4% | -19.7% | -5.0% |
| 30D | +1.1% | +28.1% | -27.0% | +1.7% |
| 3M | +2.2% | +22.5% | -20.3% | +2.6% |
| 6M | 0.0% | +31.6% | -31.5% | +0.5% |
| YTD | +26.5% | +21.0% | +5.5% | +27.3% |
| 1Y | +44.6% | +49.0% | -4.3% | +46.0% |
| All | +44.6% | +45.3% | -0.7% | +46.0% |
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