+122.5%
QLD vs REGN
+21.6%
+100.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.9% | -5.2% | +7.1% | +4.0% |
| 30D | -1.8% | +0.1% | -1.9% | -2.0% |
| 3M | -0.1% | +31.2% | -31.3% | -10.8% |
| 6M | +32.6% | +3.6% | +28.9% | +29.7% |
| YTD | +27.9% | +5.0% | +22.9% | +24.1% |
| 1Y | +40.3% | +45.9% | -5.6% | +16.0% |
| 3Y | +182.5% | -1.9% | +184.3% | +176.6% |
| 5Y | +122.5% | +26.2% | +96.3% | +82.7% |
| All | +122.5% | +21.6% | +100.9% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling