+3,690.5%
REGN vs SMTC
+56,479.6%
-52,789.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.2% | -1.3% |
| 7D | -6.0% | +17.5% | -23.5% | -8.9% |
| 30D | -0.4% | +21.3% | -21.7% | -4.7% |
| 3M | +32.0% | +3.1% | +28.9% | +27.7% |
| 6M | +3.0% | +81.7% | -78.7% | -11.8% |
| YTD | +3.2% | +115.9% | -112.8% | -14.8% |
| 1Y | +43.4% | +157.8% | -114.4% | +13.3% |
| 3Y | -3.6% | +557.3% | -560.9% | -43.4% |
| 5Y | +23.1% | +114.7% | -91.6% | -13.9% |
| 10Y | +108.3% | +509.5% | -401.2% | +10.3% |
| All | +3,690.5% | +56,479.6% | -52,789.0% | +1,161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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