+96.4%
QQQM vs REGN
+21.2%
+75.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -0.6% | -5.6% | +5.0% | +0.5% |
| 30D | -1.2% | -2.0% | +0.7% | -0.9% |
| 3M | -0.1% | +28.0% | -28.1% | -5.1% |
| 6M | +18.0% | +1.2% | +16.8% | +17.3% |
| YTD | +16.7% | +1.6% | +15.1% | +15.7% |
| 1Y | +23.0% | +38.2% | -15.2% | +13.4% |
| 3Y | +93.3% | -5.4% | +98.7% | +92.4% |
| All | +96.4% | +21.2% | +75.3% | +77.5% |
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