+135.0%
WFC vs REGN
-4.3%
+139.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +0.4% | -5.6% | +5.9% | +1.2% |
| 30D | +1.5% | -2.0% | +3.5% | +1.8% |
| 3M | +10.2% | +28.0% | -17.7% | +6.4% |
| 6M | +18.8% | +1.2% | +17.6% | +18.3% |
| YTD | -1.5% | +1.6% | -3.2% | -2.1% |
| 1Y | +13.5% | +38.2% | -24.7% | +7.6% |
| 3Y | +135.0% | -5.4% | +140.3% | +127.7% |
| All | +135.0% | -4.3% | +139.3% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling