+29.0%
REGN vs QS
-47.4%
+76.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -6.0% | -5.0% | -1.0% | -5.9% |
| 30D | -0.4% | -18.3% | +17.9% | +0.1% |
| 3M | +32.0% | -26.0% | +58.0% | +32.7% |
| 6M | +3.0% | -24.0% | +27.1% | +3.4% |
| YTD | +3.2% | -50.3% | +53.5% | +4.3% |
| 1Y | +43.4% | -38.0% | +81.4% | +43.9% |
| 3Y | -3.6% | -24.6% | +21.0% | -5.0% |
| 5Y | +23.1% | -75.4% | +98.5% | +21.4% |
| All | +29.0% | -47.4% | +76.4% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling