+6,005.8%
REGN vs SGI
+1,986.4%
+4,019.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -5.6% | -4.5% | -1.1% | -4.7% |
| 30D | -2.0% | +4.2% | -6.1% | -2.8% |
| 3M | +28.0% | -7.4% | +35.4% | +29.4% |
| 6M | +1.2% | -15.1% | +16.2% | +3.6% |
| YTD | +1.6% | -24.7% | +26.3% | +6.2% |
| 1Y | +38.2% | -21.8% | +60.0% | +42.9% |
| 3Y | -5.4% | +50.0% | -55.4% | -15.3% |
| 5Y | +21.3% | +48.9% | -27.7% | +4.9% |
| 10Y | +105.2% | +267.1% | -161.9% | +28.0% |
| All | +6,005.8% | +1,986.4% | +4,019.4% | +1,771.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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