+49.7%
REGN vs SPMO
+566.1%
-516.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -5.6% | -0.9% | -4.6% | -5.2% |
| 30D | -2.0% | -1.9% | 0.0% | -1.1% |
| 3M | +28.0% | -1.4% | +29.3% | +27.2% |
| 6M | +1.2% | +25.5% | -24.3% | -12.3% |
| YTD | +1.6% | +24.8% | -23.2% | -11.7% |
| 1Y | +38.2% | +24.5% | +13.7% | +19.9% |
| 3Y | -5.4% | +157.1% | -162.5% | -47.2% |
| 5Y | +21.3% | +149.5% | -128.2% | -31.7% |
| 10Y | +105.2% | +518.1% | -412.9% | -22.1% |
| All | +49.7% | +566.1% | -516.4% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling