-17.8%
REGN vs QQQI
+57.7%
-75.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -5.6% | -0.3% | -5.2% | -5.5% |
| 30D | -2.0% | -0.3% | -1.7% | -1.9% |
| 3M | +28.0% | +1.3% | +26.6% | +26.7% |
| 6M | +1.2% | +11.5% | -10.3% | -4.4% |
| YTD | +1.6% | +11.3% | -9.6% | -3.9% |
| 1Y | +38.2% | +16.9% | +21.4% | +27.5% |
| All | -17.8% | +57.7% | -75.5% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling