+1.2%
REGN vs SPXU
-30.3%
+31.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.9% |
| 7D | -5.6% | +2.5% | -8.1% | -5.1% |
| 30D | -2.0% | +4.2% | -6.1% | -1.1% |
| 3M | +28.0% | -9.3% | +37.2% | +25.6% |
| 6M | +1.2% | -30.7% | +31.8% | -7.9% |
| All | +1.2% | -30.3% | +31.5% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling