+89.3%
REGN vs SHAK
+35.4%
+53.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.6% | -1.8% |
| 7D | -5.6% | -8.3% | +2.7% | -4.9% |
| 30D | -2.0% | -12.6% | +10.7% | -0.9% |
| 3M | +28.0% | +9.1% | +18.8% | +26.7% |
| 6M | +1.2% | -31.2% | +32.4% | +3.5% |
| YTD | +1.6% | -21.6% | +23.2% | +2.7% |
| 1Y | +38.2% | -38.8% | +77.0% | +42.4% |
| 3Y | -5.4% | +0.6% | -6.0% | -8.1% |
| 5Y | +21.3% | -22.5% | +43.8% | +17.4% |
| 10Y | +105.2% | +85.3% | +19.9% | +65.3% |
| All | +89.3% | +35.4% | +53.9% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling