+5,587.6%
REGN vs SNY
+241.9%
+5,345.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -3.3% | -2.3% | -4.0% |
| 30D | -2.0% | -2.2% | +0.2% | -0.8% |
| 3M | +28.0% | -3.0% | +31.0% | +29.7% |
| 6M | +1.2% | +2.7% | -1.6% | -0.6% |
| YTD | +1.6% | -6.8% | +8.5% | +4.7% |
| 1Y | +38.2% | -5.3% | +43.5% | +40.9% |
| 3Y | -5.4% | -9.8% | +4.4% | -3.8% |
| 5Y | +21.3% | +9.7% | +11.6% | +8.5% |
| 10Y | +105.2% | +64.5% | +40.7% | +45.8% |
| All | +5,587.6% | +241.9% | +5,345.6% | +2,443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling