+74.3%
OKE vs REGN
-4.3%
+78.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +1.2% | -5.6% | +6.8% | +1.7% |
| 30D | +4.5% | -2.0% | +6.4% | +4.6% |
| 3M | +9.6% | +28.0% | -18.3% | +7.1% |
| 6M | +15.4% | +1.2% | +14.2% | +15.1% |
| YTD | +36.5% | +1.6% | +34.8% | +36.0% |
| 1Y | +39.0% | +38.2% | +0.7% | +32.9% |
| 3Y | +74.3% | -5.4% | +79.7% | +64.9% |
| All | +74.3% | -4.3% | +78.6% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling