+53,398.1%
ORLY vs REGN
+5,159.1%
+48,239.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.5% |
| 7D | -2.4% | -5.6% | +3.2% | -1.9% |
| 30D | -6.8% | -2.0% | -4.8% | -6.6% |
| 3M | -4.8% | +28.0% | -32.7% | -6.7% |
| 6M | -9.1% | +1.2% | -10.2% | -9.3% |
| YTD | -5.9% | +1.6% | -7.5% | -6.2% |
| 1Y | -20.4% | +38.2% | -58.6% | -22.8% |
| 3Y | +36.6% | -5.4% | +41.9% | +35.7% |
| 5Y | +117.3% | +21.3% | +96.0% | +110.5% |
| 10Y | +362.7% | +105.2% | +257.5% | +323.9% |
| All | +53,398.1% | +5,159.1% | +48,239.0% | +37,045.8% |
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