+349.8%
WELL vs REGN
+105.3%
+244.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -0.2% | -5.6% | +5.4% | +0.3% |
| 30D | +2.3% | -2.0% | +4.3% | +2.5% |
| 3M | +12.3% | +28.0% | -15.7% | +9.4% |
| 6M | +15.6% | +1.2% | +14.4% | +15.1% |
| YTD | +28.3% | +1.6% | +26.7% | +27.7% |
| 1Y | +41.9% | +38.2% | +3.7% | +36.8% |
| 3Y | +198.3% | -5.4% | +203.7% | +196.4% |
| 5Y | +206.4% | +21.3% | +185.1% | +194.9% |
| All | +349.8% | +105.3% | +244.5% | +309.3% |
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