+129.2%
REGN vs SITM
+4,789.7%
-4,660.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.8% |
| 7D | -5.6% | +3.9% | -9.4% | -5.8% |
| 30D | -2.0% | -6.6% | +4.6% | -1.7% |
| 3M | +28.0% | -11.9% | +39.8% | +27.9% |
| 6M | +1.2% | +81.1% | -80.0% | -4.3% |
| YTD | +1.6% | +80.0% | -78.3% | -4.1% |
| 1Y | +38.2% | +145.8% | -107.6% | +26.7% |
| 3Y | -5.4% | +475.9% | -481.2% | -21.4% |
| 5Y | +21.3% | +189.2% | -167.9% | +1.5% |
| All | +129.2% | +4,789.7% | -4,660.5% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling