+62.1%
WM vs REGN
+51.8%
+10.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +1.7% |
| 7D | +1.2% | +5.3% | -4.2% | +0.7% |
| 30D | +15.2% | +26.3% | -11.1% | +13.0% |
| 3M | +8.3% | +19.3% | -11.0% | +6.6% |
| 6M | +13.1% | +31.8% | -18.7% | +10.3% |
| YTD | +12.5% | +23.7% | -11.2% | +10.1% |
| 1Y | +21.8% | +40.2% | -18.5% | +17.9% |
| 3Y | +48.8% | +20.2% | +28.6% | +46.0% |
| 5Y | +62.1% | +52.1% | +10.0% | +49.8% |
| All | +62.1% | +51.8% | +10.3% | +49.8% |
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