+146.0%
QLD vs REGN
+21.2%
+124.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +7.0% | +5.7% | +1.4% | +5.7% |
| 30D | -14.3% | +22.8% | -37.1% | -18.6% |
| 3M | -16.0% | +18.7% | -34.7% | -19.6% |
| 6M | -14.2% | +33.1% | -47.3% | -20.6% |
| YTD | +12.8% | +24.3% | -11.5% | +6.4% |
| 1Y | +14.1% | +38.2% | -24.1% | +3.9% |
| 3Y | +146.0% | +21.1% | +124.9% | +168.6% |
| All | +146.0% | +21.2% | +124.8% | +168.6% |
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