+78.5%
REGN vs SEI
+644.4%
-566.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.7% |
| 7D | -5.6% | +22.6% | -28.2% | -6.6% |
| 30D | -2.0% | +9.1% | -11.0% | -2.5% |
| 3M | +28.0% | -11.3% | +39.3% | +28.0% |
| 6M | +1.2% | +22.0% | -20.9% | -0.6% |
| YTD | +1.6% | +47.3% | -45.6% | -1.3% |
| 1Y | +38.2% | +124.8% | -86.5% | +30.8% |
| 3Y | -5.4% | +591.3% | -596.6% | -19.3% |
| 5Y | +21.3% | +1,008.2% | -986.9% | -2.8% |
| All | +78.5% | +644.4% | -566.0% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling