+9,617.2%
REGN vs SIMO
+3,620.3%
+5,996.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -5.2% | +14.5% | -19.7% | -7.2% |
| 30D | +0.1% | +20.4% | -20.4% | -3.1% |
| 3M | +31.2% | +7.1% | +24.1% | +27.1% |
| 6M | +3.6% | +129.2% | -125.6% | -13.2% |
| YTD | +5.0% | +201.9% | -196.9% | -16.3% |
| 1Y | +45.9% | +235.5% | -189.6% | +13.6% |
| 3Y | -1.9% | +463.8% | -465.7% | -31.2% |
| 5Y | +26.2% | +306.7% | -280.5% | -10.3% |
| 10Y | +112.1% | +579.5% | -467.4% | +28.8% |
| All | +9,617.2% | +3,620.3% | +5,996.9% | +3,365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling