+49.0%
REGN vs QSR
+23.8%
+25.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -5.4% |
| 7D | +14.4% | +5.2% | +9.3% | +13.2% |
| 30D | +28.1% | +12.2% | +15.9% | +24.9% |
| 3M | +22.5% | +7.0% | +15.5% | +20.9% |
| 6M | +31.6% | -0.3% | +31.9% | +30.1% |
| YTD | +21.0% | +18.0% | +3.0% | +17.7% |
| 1Y | +49.0% | +22.6% | +26.3% | +43.4% |
| All | +49.0% | +23.8% | +25.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling