+119.2%
ORLY vs REGN
+21.2%
+98.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.5% |
| 7D | -2.4% | -5.6% | +3.2% | -1.7% |
| 30D | -6.8% | -2.0% | -4.8% | -6.6% |
| 3M | -4.8% | +28.0% | -32.7% | -7.5% |
| 6M | -9.1% | +1.2% | -10.2% | -9.5% |
| YTD | -5.9% | +1.6% | -7.5% | -6.4% |
| 1Y | -20.4% | +38.2% | -58.6% | -23.7% |
| 3Y | +36.6% | -5.4% | +41.9% | +37.0% |
| All | +119.2% | +21.2% | +98.0% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling