+113.9%
SOXX vs REGN
+46.5%
+67.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.5% |
| 7D | +2.2% | +4.2% | -2.0% | +2.1% |
| 30D | -2.0% | +7.8% | -9.9% | -2.2% |
| 3M | -13.7% | +31.8% | -45.5% | -14.4% |
| 6M | +52.4% | +5.4% | +47.0% | +54.0% |
| YTD | +72.8% | +7.7% | +65.2% | +74.7% |
| 1Y | +113.9% | +46.7% | +67.2% | +117.4% |
| All | +113.9% | +46.5% | +67.4% | +117.4% |
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