+3.6%
REGN vs SPG
+10.1%
-6.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.8% |
| 7D | -5.2% | -1.7% | -3.6% | -4.5% |
| 30D | +0.1% | -6.3% | +6.3% | +3.4% |
| 3M | +31.2% | -2.4% | +33.7% | +31.1% |
| 6M | +3.6% | +9.6% | -6.0% | -3.1% |
| All | +3.6% | +10.1% | -6.5% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling