+97.5%
REGN vs SPXU
-99.6%
+197.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.0% |
| 7D | -5.6% | +2.5% | -8.1% | -5.0% |
| 30D | -2.0% | +4.2% | -6.1% | -1.0% |
| 3M | +28.0% | -9.3% | +37.2% | +25.7% |
| 6M | +1.2% | -30.7% | +31.8% | -5.8% |
| YTD | +1.6% | -28.1% | +29.8% | -4.3% |
| 1Y | +38.2% | -35.2% | +73.5% | +27.7% |
| 3Y | -5.4% | -79.9% | +74.6% | -28.5% |
| 5Y | +21.3% | -86.4% | +107.7% | -8.0% |
| All | +97.5% | -99.6% | +197.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling