+38.2%
REGN vs SPMO
+24.6%
+13.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -5.6% | -0.9% | -4.6% | -5.5% |
| 30D | -2.0% | -1.9% | 0.0% | -1.9% |
| 3M | +28.0% | -1.4% | +29.3% | +26.5% |
| 6M | +1.2% | +25.5% | -24.3% | -5.7% |
| YTD | +1.6% | +24.8% | -23.2% | -5.4% |
| 1Y | +38.2% | +24.5% | +13.7% | +31.9% |
| All | +38.2% | +24.6% | +13.6% | +31.9% |
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