+116.9%
REGN vs SNAP
-77.9%
+194.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -5.2% | -5.0% | -0.2% | -4.9% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | +31.2% | -5.0% | +36.2% | +31.3% |
| 6M | +3.6% | +3.5% | +0.1% | +2.7% |
| YTD | +5.0% | -34.2% | +39.2% | +7.0% |
| 1Y | +45.9% | -27.1% | +72.9% | +47.2% |
| 3Y | -1.9% | -43.5% | +41.6% | -2.0% |
| 5Y | +26.2% | -92.9% | +119.1% | +36.0% |
| All | +116.9% | -77.9% | +194.8% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling