+23.4%
REGN vs SIMO
+315.3%
-292.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.2% | -8.7% | -1.8% |
| 7D | -5.6% | +11.0% | -16.6% | -6.0% |
| 30D | -2.0% | +17.9% | -19.8% | -2.7% |
| 3M | +28.0% | +3.9% | +24.0% | +26.7% |
| 6M | +1.2% | +131.0% | -129.9% | -5.6% |
| YTD | +1.6% | +209.3% | -207.7% | -7.6% |
| 1Y | +38.2% | +223.8% | -185.5% | +24.9% |
| 3Y | -5.4% | +479.2% | -484.6% | -18.7% |
| All | +23.4% | +315.3% | -292.0% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling