+48.9%
WM vs REGN
+20.6%
+28.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.6% |
| 7D | +1.2% | +5.3% | -4.2% | +1.0% |
| 30D | +15.2% | +26.3% | -11.1% | +14.1% |
| 3M | +8.3% | +19.3% | -11.0% | +7.5% |
| 6M | +13.1% | +31.8% | -18.7% | +11.7% |
| YTD | +12.5% | +23.7% | -11.2% | +11.2% |
| 1Y | +21.8% | +40.2% | -18.5% | +20.0% |
| All | +48.9% | +20.6% | +28.2% | +47.5% |
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 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