+3.6%
REGN vs SIMO
+142.5%
-138.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.2% |
| 7D | -5.2% | +14.5% | -19.7% | -4.4% |
| 30D | +0.1% | +20.4% | -20.4% | +1.3% |
| 3M | +31.2% | +7.1% | +24.1% | +31.0% |
| 6M | +3.6% | +129.2% | -125.6% | +7.3% |
| All | +3.6% | +142.5% | -138.9% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling