+1,537.1%
SOXX vs REGN
+105.3%
+1,431.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.3% |
| 7D | +1.4% | -5.6% | +7.0% | +3.1% |
| 30D | -3.6% | -2.0% | -1.6% | -3.2% |
| 3M | -10.2% | +28.0% | -38.1% | -17.3% |
| 6M | +54.2% | +1.2% | +53.1% | +52.4% |
| YTD | +75.2% | +1.6% | +73.6% | +72.5% |
| 1Y | +107.5% | +38.2% | +69.3% | +83.2% |
| 3Y | +226.8% | -5.4% | +232.1% | +220.4% |
| 5Y | +251.2% | +21.3% | +230.0% | +209.8% |
| All | +1,537.1% | +105.3% | +1,431.8% | +1,092.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling