+295.2%
WBD vs REGN
+8,645.7%
-8,350.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -0.7% | -5.6% | +4.8% | +0.4% |
| 30D | +1.4% | -2.0% | +3.4% | +1.7% |
| 3M | +4.4% | +28.0% | -23.6% | -0.8% |
| 6M | +0.8% | +1.2% | -0.3% | +0.1% |
| YTD | -2.7% | +1.6% | -4.3% | -3.7% |
| 1Y | +73.4% | +38.2% | +35.2% | +60.6% |
| 3Y | +142.1% | -5.4% | +147.5% | +138.7% |
| 5Y | +7.2% | +21.3% | -14.0% | -0.5% |
| 10Y | +14.2% | +105.2% | -91.0% | -9.5% |
| All | +295.2% | +8,645.7% | -8,350.5% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling