+17,653.7%
OKE vs REGN
+3,485.7%
+14,167.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 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% | +7.6% |
| 6M | +15.4% | +1.2% | +14.2% | +15.0% |
| YTD | +36.5% | +1.6% | +34.8% | +35.9% |
| 1Y | +39.0% | +38.2% | +0.7% | +35.1% |
| 3Y | +74.3% | -5.4% | +79.7% | +73.2% |
| 5Y | +141.2% | +21.3% | +119.9% | +134.4% |
| 10Y | +262.1% | +105.2% | +156.9% | +234.7% |
| All | +17,653.7% | +3,485.7% | +14,167.9% | +12,146.9% |
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 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