+23.4%
REGN vs SNY
+9.4%
+13.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -3.3% | -2.3% | -4.4% |
| 30D | -2.0% | -2.2% | +0.2% | -1.1% |
| 3M | +28.0% | -3.0% | +31.0% | +29.2% |
| 6M | +1.2% | +2.7% | -1.6% | 0.0% |
| YTD | +1.6% | -6.8% | +8.5% | +3.9% |
| 1Y | +38.2% | -5.3% | +43.5% | +40.3% |
| 3Y | -5.4% | -9.8% | +4.4% | -2.7% |
| All | +23.4% | +9.4% | +13.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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