+4.3%
QQQ vs REGN
+43.8%
-39.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -6.5% |
| 7D | -9.5% | +10.3% | -19.8% | -9.4% |
| 30D | -14.8% | +22.2% | -37.0% | -15.1% |
| 3M | -9.7% | +17.6% | -27.3% | -9.8% |
| 6M | -4.9% | +28.9% | -33.8% | -5.0% |
| YTD | +5.7% | +17.4% | -11.7% | +6.1% |
| 1Y | +4.3% | +40.9% | -36.6% | +8.3% |
| All | +4.3% | +43.8% | -39.5% | +8.3% |
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 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