+23.4%
REGN vs SPG
+106.0%
-82.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -2.0% | -6.1% | +4.2% | -0.2% |
| 3M | +28.0% | -3.6% | +31.6% | +29.2% |
| 6M | +1.2% | +10.4% | -9.3% | -1.6% |
| YTD | +1.6% | +14.4% | -12.7% | -2.1% |
| 1Y | +38.2% | +16.5% | +21.7% | +32.4% |
| 3Y | -5.4% | +106.8% | -112.2% | -21.3% |
| All | +23.4% | +106.0% | -82.7% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling