+46.7%
REGN vs SPG
+21.3%
+25.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +4.2% | -2.4% | +6.6% | +5.1% |
| 30D | +7.8% | -6.8% | +14.7% | +10.6% |
| 3M | +31.8% | +2.7% | +29.1% | +30.3% |
| 6M | +5.4% | +5.5% | -0.1% | +2.9% |
| YTD | +7.7% | +15.7% | -8.1% | +3.7% |
| 1Y | +46.7% | +20.9% | +25.8% | +43.8% |
| All | +46.7% | +21.3% | +25.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling