+14,192.2%
WELL vs REGN
+3,605.8%
+10,586.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -1.1% | -5.2% | +4.1% | -0.8% |
| 30D | +0.7% | +0.1% | +0.7% | +0.7% |
| 3M | +14.5% | +31.2% | -16.7% | +12.6% |
| 6M | +14.4% | +3.6% | +10.8% | +14.0% |
| YTD | +28.5% | +5.0% | +23.4% | +27.9% |
| 1Y | +41.8% | +45.9% | -4.1% | +38.2% |
| 3Y | +202.8% | -1.9% | +204.7% | +200.8% |
| 5Y | +208.8% | +26.2% | +182.6% | +200.7% |
| 10Y | +356.5% | +112.1% | +244.5% | +325.2% |
| All | +14,192.2% | +3,605.8% | +10,586.5% | +10,105.2% |
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 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