+97.5%
REGN vs SAN
+357.1%
-259.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.7% | -1.8% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -2.0% | +0.9% | -2.9% | -2.1% |
| 3M | +28.0% | +19.1% | +8.8% | +24.5% |
| 6M | +1.2% | +33.2% | -32.0% | -3.4% |
| YTD | +1.6% | +29.1% | -27.5% | -2.7% |
| 1Y | +38.2% | +50.2% | -12.0% | +29.3% |
| 3Y | -5.4% | +351.0% | -356.4% | -25.2% |
| 5Y | +21.3% | +394.7% | -373.4% | -7.7% |
| All | +97.5% | +357.1% | -259.6% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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