+14.1%
QCOM vs REGN
+51.9%
-37.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.7% |
| 7D | +4.3% | +5.7% | -1.4% | +3.2% |
| 30D | -0.1% | +22.8% | -22.8% | -4.8% |
| 3M | +5.2% | +18.7% | -13.5% | +1.0% |
| 6M | -18.4% | +33.1% | -51.4% | -24.1% |
| YTD | +2.4% | +24.3% | -21.9% | -3.5% |
| 1Y | +0.9% | +38.2% | -37.3% | -8.0% |
| 3Y | +48.4% | +21.1% | +27.3% | +38.3% |
| All | +14.1% | +51.9% | -37.8% | +0.6% |
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