-5.4%
REGN vs SM
-0.9%
-4.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | +4.6% | -10.1% | -5.9% |
| 30D | -2.0% | +18.2% | -20.2% | -3.0% |
| 3M | +28.0% | +22.5% | +5.4% | +25.9% |
| 6M | +1.2% | +50.6% | -49.4% | -2.9% |
| YTD | +1.6% | +108.1% | -106.5% | -5.9% |
| 1Y | +38.2% | +46.0% | -7.8% | +32.9% |
| 3Y | -5.4% | +2.9% | -8.2% | -9.1% |
| All | -5.4% | -0.9% | -4.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling