+35.3%
OKE vs REGN
+46.5%
-11.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.3% |
| 7D | +0.7% | +4.2% | -3.5% | +0.7% |
| 30D | +9.4% | +7.8% | +1.6% | +9.3% |
| 3M | +8.6% | +31.8% | -23.2% | +8.5% |
| 6M | +15.3% | +5.4% | +9.9% | +15.6% |
| YTD | +34.8% | +7.7% | +27.1% | +34.9% |
| 1Y | +35.3% | +46.7% | -11.4% | +32.1% |
| All | +35.3% | +46.5% | -11.2% | +32.1% |
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