-3.6%
ORLY vs REGN
+43.8%
-47.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.5% |
| 7D | +3.9% | +10.3% | -6.4% | +2.2% |
| 30D | +7.5% | +22.2% | -14.8% | +4.1% |
| 3M | -2.1% | +17.6% | -19.7% | -4.8% |
| 6M | -3.7% | +28.9% | -32.6% | -8.1% |
| YTD | +0.3% | +17.4% | -17.1% | -3.0% |
| 1Y | -3.6% | +40.9% | -44.5% | -10.0% |
| All | -3.6% | +43.8% | -47.4% | -10.0% |
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