+1,542.6%
QLD vs REGN
+127.9%
+1,414.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.2% |
| 7D | +12.5% | +5.3% | +7.1% | +9.7% |
| 30D | -15.7% | +26.3% | -42.0% | -26.0% |
| 3M | -11.9% | +19.3% | -31.2% | -20.7% |
| 6M | -10.3% | +31.8% | -42.1% | -24.2% |
| YTD | +15.6% | +23.7% | -8.1% | +0.4% |
| 1Y | +12.1% | +40.2% | -28.1% | -9.8% |
| 3Y | +150.7% | +20.2% | +130.5% | +110.1% |
| 5Y | +86.6% | +52.1% | +34.5% | +31.8% |
| All | +1,542.6% | +127.9% | +1,414.6% | +729.1% |
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 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