+49.0%
REGN vs SBAC
+2.4%
+46.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.8% | -10.2% | -4.5% |
| 7D | +14.4% | +5.8% | +8.6% | +14.3% |
| 30D | +28.1% | +20.8% | +7.3% | +27.5% |
| 3M | +22.5% | +4.8% | +17.7% | +22.1% |
| 6M | +31.6% | -9.1% | +40.7% | +31.4% |
| YTD | +21.0% | +3.1% | +18.0% | +25.0% |
| 1Y | +49.0% | +2.2% | +46.8% | +54.6% |
| All | +49.0% | +2.4% | +46.6% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling