+40.9%
REGN vs SCHG
+0.2%
+40.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -2.2% |
| 7D | +10.3% | -6.8% | +17.1% | +11.4% |
| 30D | +22.2% | -11.2% | +33.4% | +25.0% |
| 3M | +17.6% | -7.4% | +25.0% | +18.8% |
| 6M | +28.9% | -1.0% | +29.9% | +27.2% |
| YTD | +17.4% | +0.9% | +16.5% | +11.7% |
| 1Y | +40.9% | -0.2% | +41.0% | +33.5% |
| All | +40.9% | +0.2% | +40.7% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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