+49.0%
REGN vs SITM
+47.5%
+1.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -4.5% |
| 7D | +14.4% | -19.5% | +34.0% | +14.2% |
| 30D | +28.1% | -43.2% | +71.3% | +28.0% |
| 3M | +22.5% | -30.8% | +53.3% | +21.8% |
| 6M | +31.6% | -28.6% | +60.2% | +29.7% |
| YTD | +21.0% | +14.2% | +6.9% | +17.9% |
| 1Y | +49.0% | +44.4% | +4.6% | +50.6% |
| All | +49.0% | +47.5% | +1.4% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling