+1,720.0%
WULF vs REGN
+12,274.3%
-10,554.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.7% |
| 7D | +1.4% | -5.6% | +7.0% | +1.5% |
| 30D | -2.6% | -2.0% | -0.7% | -2.6% |
| 3M | -34.0% | +28.0% | -61.9% | -34.3% |
| 6M | +10.0% | +1.2% | +8.8% | +9.9% |
| YTD | +45.7% | +1.6% | +44.1% | +45.6% |
| 1Y | +57.3% | +38.2% | +19.1% | +56.2% |
| 3Y | +878.9% | -5.4% | +884.3% | +876.9% |
| 5Y | -28.3% | +21.3% | -49.6% | -28.7% |
| 10Y | +82.7% | +105.2% | -22.5% | +81.3% |
| All | +1,720.0% | +12,274.3% | -10,554.4% | +1,656.6% |
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