+70.4%
QCOM vs REGN
-1.1%
+71.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +4.4% | -5.2% | +9.6% | +5.5% |
| 30D | +9.4% | +0.1% | +9.3% | +9.3% |
| 3M | -13.7% | +31.2% | -44.9% | -19.2% |
| 6M | +28.9% | +3.6% | +25.3% | +27.6% |
| YTD | +4.7% | +5.0% | -0.3% | +3.1% |
| 1Y | +13.5% | +45.9% | -32.4% | -0.1% |
| All | +70.4% | -1.1% | +71.6% | +69.2% |
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 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