-5.4%
REGN vs JBL
+195.4%
-200.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -1.9% |
| 7D | -5.6% | +2.4% | -8.0% | -5.8% |
| 30D | -2.0% | -13.1% | +11.2% | -0.9% |
| 3M | +28.0% | -15.6% | +43.5% | +29.3% |
| 6M | +1.2% | +24.6% | -23.4% | -2.1% |
| YTD | +1.6% | +39.6% | -38.0% | -2.9% |
| 1Y | +38.2% | +48.6% | -10.4% | +31.1% |
| 3Y | -5.4% | +197.3% | -202.6% | -16.3% |
| All | -5.4% | +195.4% | -200.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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