+33.1%
REGN vs LSCC
-13.1%
+46.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.2% |
| 7D | +5.7% | +7.0% | -1.3% | +6.2% |
| 30D | +22.8% | -2.3% | +25.1% | +23.1% |
| 3M | +18.7% | -12.5% | +31.2% | +18.7% |
| 6M | +33.1% | -10.6% | +43.7% | +29.7% |
| All | +33.1% | -13.1% | +46.2% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling