-5.4%
REGN vs SPXS
-79.6%
+74.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.0% |
| 7D | -5.6% | +2.5% | -8.1% | -5.1% |
| 30D | -2.0% | +4.2% | -6.2% | -1.0% |
| 3M | +28.0% | -9.3% | +37.3% | +25.8% |
| 6M | +1.2% | -30.7% | +31.8% | -5.6% |
| YTD | +1.6% | -28.1% | +29.7% | -4.1% |
| 1Y | +38.2% | -35.1% | +73.3% | +28.1% |
| 3Y | -5.4% | -79.6% | +74.2% | -27.5% |
| All | -5.4% | -79.6% | +74.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling