+101.9%
WMT vs REGN
-4.3%
+106.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | 0.0% | -5.6% | +5.6% | +0.5% |
| 30D | -7.4% | -2.0% | -5.5% | -7.3% |
| 3M | -10.9% | +28.0% | -38.8% | -12.6% |
| 6M | -12.7% | +1.2% | -13.8% | -13.0% |
| YTD | -3.2% | +1.6% | -4.8% | -3.6% |
| 1Y | +5.3% | +38.2% | -33.0% | +2.9% |
| 3Y | +101.9% | -5.4% | +107.2% | +99.5% |
| All | +101.9% | -4.3% | +106.2% | +99.5% |
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