+11,654.1%
REGN vs SBAC
+2,110.4%
+9,543.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.1% |
| 7D | -6.0% | -5.3% | -0.7% | -4.7% |
| 30D | -0.4% | +0.4% | -0.7% | -0.5% |
| 3M | +32.0% | -11.9% | +43.9% | +35.5% |
| 6M | +3.0% | -4.5% | +7.5% | +2.9% |
| YTD | +3.2% | -4.3% | +7.5% | +2.7% |
| 1Y | +43.4% | -3.9% | +47.3% | +42.4% |
| 3Y | -3.6% | -11.0% | +7.4% | -4.1% |
| 5Y | +23.1% | -44.1% | +67.2% | +34.5% |
| 10Y | +108.3% | +81.6% | +26.7% | +68.5% |
| All | +11,654.1% | +2,110.4% | +9,543.6% | +5,528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling