+15.0%
QCOM vs REGN
+41.3%
-26.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +2.8% |
| 7D | +7.8% | -5.6% | +13.4% | +7.5% |
| 30D | +12.2% | -2.0% | +14.2% | +12.1% |
| 3M | -9.9% | +28.0% | -37.8% | -9.5% |
| 6M | +36.9% | +1.2% | +35.8% | +38.0% |
| YTD | +8.0% | +1.6% | +6.4% | +8.9% |
| 1Y | +15.0% | +38.2% | -23.2% | +16.4% |
| All | +15.0% | +41.3% | -26.3% | +16.4% |
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