+6,387.4%
REGN vs QID
-100.0%
+6,487.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -2.2% |
| 7D | -5.6% | +1.3% | -6.9% | -5.1% |
| 30D | -2.0% | +2.9% | -4.9% | -0.7% |
| 3M | +28.0% | -0.7% | +28.7% | +28.2% |
| 6M | +1.2% | -29.7% | +30.8% | -11.8% |
| YTD | +1.6% | -27.9% | +29.5% | -10.0% |
| 1Y | +38.2% | -34.6% | +72.8% | +17.8% |
| 3Y | -5.4% | -73.5% | +68.2% | -41.9% |
| 5Y | +21.3% | -81.0% | +102.3% | -27.4% |
| 10Y | +105.2% | -99.2% | +204.4% | -70.2% |
| All | +6,387.4% | -100.0% | +6,487.4% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling