+14.1%
QLD vs REGN
+40.6%
-26.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | +7.0% | +5.7% | +1.4% | +6.8% |
| 30D | -14.3% | +22.8% | -37.1% | -14.8% |
| 3M | -16.0% | +18.7% | -34.7% | -16.2% |
| 6M | -14.2% | +33.1% | -47.3% | -14.6% |
| YTD | +12.8% | +24.3% | -11.5% | +13.5% |
| 1Y | +14.1% | +38.2% | -24.1% | +17.2% |
| All | +14.1% | +40.6% | -26.5% | +17.2% |
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