+1,657.6%
QLD vs REGN
+105.3%
+1,552.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.5% |
| 7D | -1.2% | -5.6% | +4.3% | +1.6% |
| 30D | -3.0% | -2.0% | -1.0% | -2.3% |
| 3M | -2.8% | +28.0% | -30.7% | -15.1% |
| 6M | +32.0% | +1.2% | +30.9% | +29.3% |
| YTD | +27.3% | +1.6% | +25.7% | +23.8% |
| 1Y | +37.9% | +38.2% | -0.3% | +11.7% |
| 3Y | +174.6% | -5.4% | +180.0% | +165.0% |
| 5Y | +124.8% | +21.3% | +103.5% | +82.1% |
| All | +1,657.6% | +105.3% | +1,552.3% | +954.3% |
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