-5.4%
REGN vs SAN
+352.3%
-357.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.7% | -1.9% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -2.0% | +0.9% | -2.9% | -2.2% |
| 3M | +28.0% | +19.1% | +8.8% | +23.9% |
| 6M | +1.2% | +33.2% | -32.0% | -4.2% |
| YTD | +1.6% | +29.1% | -27.5% | -3.5% |
| 1Y | +38.2% | +50.2% | -12.0% | +28.0% |
| 3Y | -5.4% | +351.0% | -356.4% | -26.5% |
| All | -5.4% | +352.3% | -357.6% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling