-16.5%
REGN vs QQQI
+56.6%
-73.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | -4.1% | -1.0% | -3.1% | -3.7% |
| 30D | -1.1% | -1.7% | +0.6% | -0.5% |
| 3M | +29.8% | 0.0% | +29.8% | +29.3% |
| 6M | +6.7% | +13.0% | -6.3% | +0.2% |
| YTD | +3.2% | +10.6% | -7.3% | -2.1% |
| 1Y | +42.5% | +15.8% | +26.7% | +32.0% |
| All | -16.5% | +56.6% | -73.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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