-5.4%
REGN vs SEI
+594.6%
-599.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.6% |
| 7D | -5.6% | +22.6% | -28.2% | -6.1% |
| 30D | -2.0% | +9.1% | -11.0% | -2.2% |
| 3M | +28.0% | -11.3% | +39.3% | +27.8% |
| 6M | +1.2% | +22.0% | -20.9% | +0.2% |
| YTD | +1.6% | +47.3% | -45.6% | +0.3% |
| 1Y | +38.2% | +124.8% | -86.5% | +34.6% |
| 3Y | -5.4% | +591.3% | -596.6% | -12.1% |
| All | -5.4% | +594.6% | -599.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 3y: compounded portfolio wealth divided by compounded SEI 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…
3y analysis · Full analysis span regression · 6 months rolling