+7,172.7%
WFC vs REGN
+3,539.8%
+3,632.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | -0.1% |
| 7D | +0.3% | -6.0% | +6.2% | +0.9% |
| 30D | +2.3% | -0.4% | +2.6% | +2.3% |
| 3M | +9.8% | +32.0% | -22.2% | +6.7% |
| 6M | +15.6% | +3.0% | +12.5% | +15.0% |
| YTD | -2.4% | +3.2% | -5.6% | -3.0% |
| 1Y | +13.8% | +43.4% | -29.6% | +9.3% |
| 3Y | +134.6% | -3.6% | +138.2% | +132.6% |
| 5Y | +127.9% | +23.1% | +104.8% | +119.6% |
| 10Y | +141.8% | +108.3% | +33.5% | +117.3% |
| All | +7,172.7% | +3,539.8% | +3,632.9% | +3,689.5% |
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