+12.3%
WFC vs REGN
+46.5%
-34.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.0% |
| 7D | +3.8% | +4.2% | -0.4% | +3.4% |
| 30D | +1.5% | +7.8% | -6.3% | +0.8% |
| 3M | +10.9% | +31.8% | -20.9% | +8.2% |
| 6M | +8.4% | +5.4% | +3.0% | +7.4% |
| YTD | -1.9% | +7.7% | -9.5% | -2.9% |
| 1Y | +12.3% | +46.7% | -34.3% | +10.7% |
| All | +12.3% | +46.5% | -34.1% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling