+6.3%
REGN vs SN
+447.8%
-441.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -5.6% | -7.3% | +1.7% | -4.7% |
| 30D | -2.0% | -13.6% | +11.7% | -0.3% |
| 3M | +28.0% | +18.6% | +9.4% | +24.8% |
| 6M | +1.2% | +46.0% | -44.8% | -4.2% |
| YTD | +1.6% | +43.7% | -42.1% | -3.8% |
| 1Y | +38.2% | +39.2% | -0.9% | +31.3% |
| 3Y | -5.4% | +306.5% | -311.8% | -13.0% |
| All | +6.3% | +447.8% | -441.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling