-3.9%
REGN vs SIMO
+443.5%
-447.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.6% |
| 7D | -6.0% | +12.5% | -18.5% | -6.5% |
| 30D | -0.4% | +18.4% | -18.8% | -1.4% |
| 3M | +32.0% | +5.6% | +26.4% | +29.7% |
| 6M | +3.0% | +116.9% | -113.9% | -7.4% |
| YTD | +3.2% | +188.4% | -185.2% | -11.8% |
| 1Y | +43.4% | +221.3% | -177.8% | +19.4% |
| All | -3.9% | +443.5% | -447.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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