+282.9%
QCOM vs REGN
+105.3%
+177.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.3% |
| 7D | +7.8% | -5.6% | +13.4% | +9.4% |
| 30D | +12.2% | -2.0% | +14.2% | +12.6% |
| 3M | -9.9% | +28.0% | -37.8% | -16.3% |
| 6M | +36.9% | +1.2% | +35.8% | +35.1% |
| YTD | +8.0% | +1.6% | +6.4% | +6.3% |
| 1Y | +15.0% | +38.2% | -23.2% | +2.5% |
| 3Y | +75.8% | -5.4% | +81.2% | +72.5% |
| 5Y | +42.2% | +21.3% | +20.9% | +27.1% |
| All | +282.9% | +105.3% | +177.6% | +179.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling