+122.9%
WFC vs REGN
+21.2%
+101.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +0.4% | -5.6% | +5.9% | +1.5% |
| 30D | +1.5% | -2.0% | +3.5% | +1.8% |
| 3M | +10.2% | +28.0% | -17.7% | +4.9% |
| 6M | +18.8% | +1.2% | +17.6% | +18.1% |
| YTD | -1.5% | +1.6% | -3.2% | -2.4% |
| 1Y | +13.5% | +38.2% | -24.7% | +5.1% |
| 3Y | +135.0% | -5.4% | +140.3% | +132.6% |
| All | +122.9% | +21.2% | +101.7% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling