+97.5%
REGN vs SCHG
+459.0%
-361.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.9% |
| 7D | -5.6% | -1.0% | -4.5% | -5.1% |
| 30D | -2.0% | -1.3% | -0.7% | -1.3% |
| 3M | +28.0% | +5.4% | +22.5% | +24.3% |
| 6M | +1.2% | +14.4% | -13.3% | -6.1% |
| YTD | +1.6% | +8.0% | -6.4% | -2.8% |
| 1Y | +38.2% | +12.7% | +25.5% | +28.8% |
| 3Y | -5.4% | +85.6% | -91.0% | -34.4% |
| 5Y | +21.3% | +85.5% | -64.2% | -17.5% |
| All | +97.5% | +459.0% | -361.5% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling