+2.5%
WFC vs REGN
+45.3%
-42.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.6% |
| 7D | +4.5% | +14.4% | -9.9% | +3.1% |
| 30D | +7.4% | +28.1% | -20.8% | +4.6% |
| 3M | -0.5% | +22.5% | -23.0% | -2.7% |
| 6M | +11.7% | +31.6% | -19.9% | +8.0% |
| YTD | -4.6% | +21.0% | -25.7% | -6.9% |
| 1Y | +2.5% | +49.0% | -46.4% | +3.2% |
| All | +2.5% | +45.3% | -42.8% | +3.2% |
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 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