+45.2%
REGN vs SPMO
+11.7%
+33.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.5% | -4.5% |
| 7D | +14.4% | -8.9% | +23.3% | +13.9% |
| 30D | +28.1% | -13.8% | +41.9% | +27.7% |
| 3M | +22.5% | -12.5% | +35.0% | +22.0% |
| 6M | +31.6% | -1.5% | +33.1% | +25.7% |
| YTD | +21.0% | +11.3% | +9.7% | +11.6% |
| All | +45.2% | +11.7% | +33.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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