+5,375.2%
REGN vs SPG
+5,191.1%
+184.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -6.0% | -2.2% | -3.8% | -5.3% |
| 30D | -0.4% | -5.8% | +5.4% | +1.4% |
| 3M | +32.0% | -2.8% | +34.8% | +33.0% |
| 6M | +3.0% | +8.9% | -5.9% | +0.3% |
| YTD | +3.2% | +14.3% | -11.1% | -1.0% |
| 1Y | +43.4% | +19.5% | +24.0% | +35.6% |
| 3Y | -3.6% | +106.9% | -110.5% | -23.3% |
| 5Y | +23.1% | +108.7% | -85.6% | -4.7% |
| 10Y | +108.3% | +63.8% | +44.5% | +51.8% |
| All | +5,375.2% | +5,191.1% | +184.1% | +1,038.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling