+23.4%
REGN vs LULU
-76.9%
+100.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.8% |
| 7D | -5.6% | -1.6% | -4.0% | -5.4% |
| 30D | -2.0% | -18.1% | +16.2% | +0.7% |
| 3M | +28.0% | -18.8% | +46.7% | +31.4% |
| 6M | +1.2% | -39.2% | +40.4% | +8.1% |
| YTD | +1.6% | -52.4% | +54.0% | +12.6% |
| 1Y | +38.2% | -40.3% | +78.5% | +46.9% |
| 3Y | -5.4% | -75.1% | +69.7% | +13.0% |
| All | +23.4% | -76.9% | +100.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling