-5.4%
REGN vs SONY
+42.2%
-47.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -5.6% | -2.7% | -2.9% | -5.1% |
| 30D | -2.0% | +1.5% | -3.5% | -2.3% |
| 3M | +28.0% | +13.0% | +14.9% | +24.5% |
| 6M | +1.2% | +11.2% | -10.1% | -1.7% |
| YTD | +1.6% | -6.6% | +8.3% | +2.3% |
| 1Y | +38.2% | -18.1% | +56.4% | +42.8% |
| 3Y | -5.4% | +42.1% | -47.4% | -15.3% |
| All | -5.4% | +42.2% | -47.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling