+177.6%
QLD vs REGN
-0.8%
+178.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | +3.0% | -1.6% | +4.6% | +3.4% |
| 30D | -1.8% | +3.4% | -5.3% | -2.9% |
| 3M | -1.8% | +32.7% | -34.5% | -9.8% |
| 6M | +36.9% | +6.9% | +30.0% | +34.0% |
| YTD | +28.7% | +5.4% | +23.3% | +26.3% |
| 1Y | +41.9% | +45.8% | -4.0% | +23.2% |
| All | +177.6% | -0.8% | +178.4% | +184.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling