+36.2%
REGN vs SOLS
+17.0%
+19.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -5.6% | -3.5% | -2.1% | -5.3% |
| 30D | -2.0% | -1.0% | -1.0% | -1.9% |
| 3M | +28.0% | -24.1% | +52.0% | +32.4% |
| 6M | +1.2% | -18.0% | +19.1% | +2.7% |
| YTD | +1.6% | +27.1% | -25.4% | -6.5% |
| All | +36.2% | +17.0% | +19.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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