+258.5%
OKE vs REGN
+105.3%
+153.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +1.2% | -5.6% | +6.8% | +2.0% |
| 30D | +4.5% | -2.0% | +6.4% | +4.7% |
| 3M | +9.6% | +28.0% | -18.3% | +5.7% |
| 6M | +15.4% | +1.2% | +14.2% | +14.7% |
| YTD | +36.5% | +1.6% | +34.8% | +35.4% |
| 1Y | +39.0% | +38.2% | +0.7% | +31.1% |
| 3Y | +74.3% | -5.4% | +79.7% | +71.7% |
| 5Y | +141.2% | +21.3% | +119.9% | +126.0% |
| All | +258.5% | +105.3% | +153.2% | +195.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling