+100.4%
REGN vs LSCC
+1,847.8%
-1,747.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.6% |
| 7D | -6.0% | +0.4% | -6.4% | -6.0% |
| 30D | -0.4% | -9.5% | +9.1% | +0.9% |
| 3M | +32.0% | -13.8% | +45.8% | +33.4% |
| 6M | +3.0% | +24.5% | -21.5% | -2.1% |
| YTD | +3.2% | +55.1% | -52.0% | -5.5% |
| 1Y | +43.4% | +72.5% | -29.0% | +28.8% |
| 3Y | -3.6% | +24.5% | -28.1% | -13.0% |
| 5Y | +23.1% | +81.8% | -58.7% | +0.4% |
| All | +100.4% | +1,847.8% | -1,747.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling