+50.1%
REGN vs SOXQ
+286.7%
-236.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.8% |
| 7D | -5.6% | +0.8% | -6.3% | -5.7% |
| 30D | -2.0% | -4.6% | +2.6% | -1.3% |
| 3M | +28.0% | -10.2% | +38.1% | +29.0% |
| 6M | +1.2% | +49.7% | -48.5% | -8.4% |
| YTD | +1.6% | +67.2% | -65.6% | -10.0% |
| 1Y | +38.2% | +98.0% | -59.8% | +17.6% |
| 3Y | -5.4% | +237.2% | -242.5% | -29.7% |
| 5Y | +21.3% | +261.3% | -240.0% | -14.2% |
| All | +50.1% | +286.7% | -236.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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