+1,188.5%
WDC vs REGN
+105.3%
+1,083.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.6% |
| 7D | -4.3% | -5.6% | +1.3% | -2.7% |
| 30D | -1.5% | -2.0% | +0.5% | -1.2% |
| 3M | -15.5% | +28.0% | -43.4% | -22.1% |
| 6M | +66.5% | +1.2% | +65.3% | +64.4% |
| YTD | +159.9% | +1.6% | +158.2% | +156.4% |
| 1Y | +366.0% | +38.2% | +327.7% | +316.0% |
| 3Y | +1,285.8% | -5.4% | +1,291.2% | +1,260.4% |
| 5Y | +925.6% | +21.3% | +904.3% | +812.0% |
| All | +1,188.5% | +105.3% | +1,083.3% | +838.2% |
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