+23.4%
REGN vs QS
-74.9%
+98.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | -5.6% | -3.6% | -1.9% | -5.4% |
| 30D | -2.0% | -17.2% | +15.3% | -1.0% |
| 3M | +28.0% | -27.0% | +54.9% | +29.6% |
| 6M | +1.2% | -24.6% | +25.7% | +2.0% |
| YTD | +1.6% | -49.3% | +51.0% | +4.3% |
| 1Y | +38.2% | -40.3% | +78.6% | +39.3% |
| 3Y | -5.4% | -23.8% | +18.5% | -10.0% |
| All | +23.4% | -74.9% | +98.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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