+101.5%
REGN vs SIRI
-9.5%
+111.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.1% | +1.3% | -5.4% | -4.3% |
| 30D | -1.1% | +3.2% | -4.3% | -1.5% |
| 3M | +29.8% | +7.7% | +22.1% | +28.3% |
| 6M | +6.7% | +36.1% | -29.4% | +1.8% |
| YTD | +3.2% | +51.6% | -48.4% | -3.2% |
| 1Y | +42.5% | +31.9% | +10.6% | +35.9% |
| 3Y | -3.7% | -23.4% | +19.7% | -4.0% |
| 5Y | +24.2% | -41.1% | +65.3% | +25.6% |
| 10Y | +101.5% | -9.5% | +111.1% | +76.4% |
| All | +101.5% | -9.5% | +111.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling