+41.5%
QCOM vs REGN
+21.2%
+20.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +7.8% | -5.6% | +13.4% | +9.2% |
| 30D | +12.2% | -2.0% | +14.2% | +12.6% |
| 3M | -9.9% | +28.0% | -37.8% | -15.5% |
| 6M | +36.9% | +1.2% | +35.8% | +35.7% |
| YTD | +8.0% | +1.6% | +6.4% | +6.8% |
| 1Y | +15.0% | +38.2% | -23.2% | +3.4% |
| 3Y | +75.8% | -5.4% | +81.2% | +73.7% |
| All | +41.5% | +21.2% | +20.3% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling