+43.8%
QLD vs REGN
+46.5%
-2.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | +0.6% | +4.2% | -3.7% | +0.1% |
| 30D | -0.1% | +7.8% | -8.0% | -0.9% |
| 3M | -8.4% | +31.8% | -40.2% | -10.9% |
| 6M | +32.2% | +5.4% | +26.8% | +32.4% |
| YTD | +28.9% | +7.7% | +21.3% | +28.8% |
| 1Y | +43.8% | +46.7% | -2.8% | +41.1% |
| All | +43.8% | +46.5% | -2.6% | +41.1% |
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