+71,206.7%
ORCL vs REGN
+3,485.7%
+67,721.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.5% |
| 7D | -5.4% | -5.6% | +0.2% | -4.5% |
| 30D | -2.0% | -2.0% | 0.0% | -1.7% |
| 3M | -18.1% | +28.0% | -46.0% | -21.1% |
| 6M | -7.2% | +1.2% | -8.4% | -7.7% |
| YTD | -22.2% | +1.6% | -23.8% | -22.8% |
| 1Y | -50.6% | +38.2% | -88.9% | -53.4% |
| 3Y | +22.9% | -5.4% | +28.2% | +21.3% |
| 5Y | +79.3% | +21.3% | +58.0% | +68.8% |
| 10Y | +335.9% | +105.2% | +230.7% | +268.9% |
| All | +71,206.7% | +3,485.7% | +67,721.0% | +23,237.4% |
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