+40.9%
REGN vs LULU
-30.7%
+71.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +10.3% | +1.8% | +8.5% | +10.1% |
| 30D | +22.2% | +19.4% | +2.8% | +20.2% |
| 3M | +17.6% | -9.5% | +27.1% | +17.8% |
| 6M | +28.9% | -14.2% | +43.1% | +28.9% |
| YTD | +17.4% | -46.2% | +63.6% | +17.5% |
| 1Y | +40.9% | -33.3% | +74.2% | +39.5% |
| All | +40.9% | -30.7% | +71.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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