+3,759.3%
REGN vs SAN
+2,015.1%
+1,744.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -5.2% | -0.5% | -4.7% | -5.1% |
| 30D | +0.1% | -0.1% | +0.1% | 0.0% |
| 3M | +31.2% | +19.6% | +11.6% | +24.1% |
| 6M | +3.6% | +32.7% | -29.1% | -5.5% |
| YTD | +5.0% | +26.7% | -21.7% | -3.3% |
| 1Y | +45.9% | +51.6% | -5.8% | +26.9% |
| 3Y | -1.9% | +348.7% | -350.6% | -40.2% |
| 5Y | +26.2% | +378.7% | -352.5% | -27.8% |
| 10Y | +112.1% | +336.9% | -224.9% | +12.0% |
| All | +3,759.3% | +2,015.1% | +1,744.2% | +1,085.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling