+1,502.1%
QLD vs REGN
+129.0%
+1,373.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +7.0% | +5.7% | +1.4% | +4.2% |
| 30D | -14.3% | +22.8% | -37.1% | -23.6% |
| 3M | -16.0% | +18.7% | -34.7% | -24.2% |
| 6M | -14.2% | +33.1% | -47.3% | -27.9% |
| YTD | +12.8% | +24.3% | -11.5% | -2.3% |
| 1Y | +14.1% | +38.2% | -24.1% | -7.4% |
| 3Y | +146.0% | +21.1% | +124.9% | +105.3% |
| 5Y | +82.0% | +52.8% | +29.2% | +28.3% |
| All | +1,502.1% | +129.0% | +1,373.2% | +706.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling