+38.2%
REGN vs SNAP
-19.8%
+58.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.6% |
| 7D | -5.6% | +3.8% | -9.4% | -5.7% |
| 30D | -2.0% | +9.2% | -11.2% | -2.1% |
| 3M | +28.0% | +6.6% | +21.4% | +27.4% |
| 6M | +1.2% | +16.9% | -15.7% | -0.3% |
| YTD | +1.6% | -29.6% | +31.3% | -1.1% |
| 1Y | +38.2% | -22.1% | +60.3% | +34.1% |
| All | +38.2% | -19.8% | +58.0% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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