+23.4%
REGN vs SNAP
-92.5%
+115.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 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% | +3.1% |
| 1Y | +38.2% | -22.1% | +60.3% | +38.8% |
| 3Y | -5.4% | -39.8% | +34.5% | -6.0% |
| All | +23.4% | -92.5% | +115.8% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling