+46.3%
SOXX vs REGN
+41.0%
+5.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.6% |
| 7D | -2.9% | -4.3% | +1.3% | -3.4% |
| 30D | -21.3% | +23.2% | -44.5% | -19.8% |
| 3M | -18.9% | +17.4% | -36.3% | -17.4% |
| 6M | -15.3% | +29.0% | -44.3% | -12.6% |
| YTD | +46.5% | +19.6% | +26.8% | +52.2% |
| All | +46.3% | +41.0% | +5.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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