+38.2%
REGN vs SITM
+155.7%
-117.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.5% |
| 7D | -5.6% | +3.9% | -9.4% | -5.6% |
| 30D | -2.0% | -6.6% | +4.6% | -2.0% |
| 3M | +28.0% | -11.9% | +39.8% | +27.5% |
| 6M | +1.2% | +81.1% | -80.0% | 0.0% |
| YTD | +1.6% | +80.0% | -78.3% | +1.4% |
| 1Y | +38.2% | +145.8% | -107.6% | +45.1% |
| All | +38.2% | +155.7% | -117.5% | +45.1% |
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