+23.4%
REGN vs QID
-80.8%
+104.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.8% |
| 7D | -5.6% | +1.3% | -6.9% | -5.4% |
| 30D | -2.0% | +2.9% | -4.9% | -1.4% |
| 3M | +28.0% | -0.7% | +28.7% | +28.1% |
| 6M | +1.2% | -29.7% | +30.8% | -4.7% |
| YTD | +1.6% | -27.9% | +29.5% | -3.6% |
| 1Y | +38.2% | -34.6% | +72.8% | +29.1% |
| 3Y | -5.4% | -73.5% | +68.2% | -22.7% |
| All | +23.4% | -80.8% | +104.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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