-5.4%
REGN vs SNAP
-40.1%
+34.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.7% |
| 7D | -5.6% | +3.8% | -9.4% | -5.8% |
| 30D | -2.0% | +9.2% | -11.2% | -2.5% |
| 3M | +28.0% | +6.6% | +21.4% | +27.0% |
| 6M | +1.2% | +16.9% | -15.7% | -0.6% |
| YTD | +1.6% | -29.6% | +31.3% | +3.0% |
| 1Y | +38.2% | -22.1% | +60.3% | +38.6% |
| 3Y | -5.4% | -39.8% | +34.5% | -8.2% |
| All | -5.4% | -40.1% | +34.7% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling