+4,427.2%
REGN vs EXEL
+263.2%
+4,164.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | -6.0% | -2.9% | -3.1% | -5.2% |
| 30D | -0.4% | +11.9% | -12.2% | -3.2% |
| 3M | +32.0% | +9.2% | +22.8% | +28.7% |
| 6M | +3.0% | +39.1% | -36.1% | -5.9% |
| YTD | +3.2% | +31.0% | -27.9% | -4.5% |
| 1Y | +43.4% | +52.3% | -8.9% | +27.1% |
| 3Y | -3.6% | +159.7% | -163.4% | -28.2% |
| 5Y | +23.1% | +187.7% | -164.6% | -13.0% |
| 10Y | +108.3% | +379.4% | -271.1% | +12.8% |
| All | +4,427.2% | +263.2% | +4,164.0% | +1,244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 all: compounded portfolio wealth divided by compounded EXEL 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…
all analysis · Full analysis span regression · 6 months rolling