+1.7%
OXY vs REGN
-4.3%
+6.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | +2.8% | -5.6% | +8.4% | +3.4% |
| 30D | +5.5% | -2.0% | +7.4% | +5.6% |
| 3M | +11.3% | +28.0% | -16.6% | +8.5% |
| 6M | +11.6% | +1.2% | +10.4% | +11.6% |
| YTD | +51.6% | +1.6% | +49.9% | +51.2% |
| 1Y | +36.2% | +38.2% | -2.0% | +28.1% |
| 3Y | +1.7% | -5.4% | +7.1% | -3.5% |
| All | +1.7% | -4.3% | +6.0% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling