+140.2%
WMB vs REGN
-4.3%
+144.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -1.8% | -5.6% | +3.8% | -1.5% |
| 30D | -1.2% | -2.0% | +0.8% | -1.1% |
| 3M | +2.5% | +28.0% | -25.5% | +0.9% |
| 6M | -0.7% | +1.2% | -1.8% | -0.9% |
| YTD | +23.0% | +1.6% | +21.3% | +22.6% |
| 1Y | +26.7% | +38.2% | -11.6% | +23.4% |
| 3Y | +140.2% | -5.4% | +145.5% | +130.3% |
| All | +140.2% | -4.3% | +144.5% | +130.3% |
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 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