+40.9%
REGN vs SHAK
-26.3%
+67.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.7% |
| 7D | +10.3% | -1.0% | +11.3% | +10.3% |
| 30D | +22.2% | +8.1% | +14.2% | +21.4% |
| 3M | +17.6% | -6.1% | +23.7% | +18.1% |
| 6M | +28.9% | -27.7% | +56.6% | +31.0% |
| YTD | +17.4% | -14.0% | +31.4% | +17.6% |
| 1Y | +40.9% | -27.1% | +67.9% | +45.0% |
| All | +40.9% | -26.3% | +67.1% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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