+85.9%
REGN vs QSR
+205.8%
-119.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -4.0% | -1.6% | -4.8% |
| 30D | -2.0% | +2.8% | -4.7% | -2.5% |
| 3M | +28.0% | +5.1% | +22.9% | +26.6% |
| 6M | +1.2% | +8.8% | -7.7% | -0.7% |
| YTD | +1.6% | +14.8% | -13.2% | -1.4% |
| 1Y | +38.2% | +25.7% | +12.5% | +31.6% |
| 3Y | -5.4% | +27.5% | -32.9% | -10.8% |
| 5Y | +21.3% | +41.3% | -20.0% | +11.2% |
| 10Y | +105.2% | +133.8% | -28.6% | +57.5% |
| All | +85.9% | +205.8% | -119.9% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling