-49.5%
ORCL vs REGN
+45.3%
-94.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.4% | -2.6% |
| 7D | -14.4% | +14.4% | -28.8% | -12.7% |
| 30D | -12.8% | +28.1% | -40.9% | -10.5% |
| 3M | -14.8% | +22.5% | -37.3% | -12.5% |
| 6M | -30.9% | +31.6% | -62.5% | -27.6% |
| YTD | -35.7% | +21.0% | -56.7% | -33.8% |
| 1Y | -49.5% | +49.0% | -98.4% | -39.2% |
| All | -49.5% | +45.3% | -94.8% | -39.2% |
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