+4,379.6%
REGN vs SPXU
-100.0%
+4,479.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.2% |
| 7D | -5.6% | +2.5% | -8.1% | -4.9% |
| 30D | -2.0% | +4.2% | -6.1% | -0.7% |
| 3M | +28.0% | -9.3% | +37.2% | +24.9% |
| 6M | +1.2% | -30.7% | +31.8% | -7.9% |
| YTD | +1.6% | -28.1% | +29.8% | -6.1% |
| 1Y | +38.2% | -35.2% | +73.5% | +24.5% |
| 3Y | -5.4% | -79.9% | +74.6% | -34.8% |
| 5Y | +21.3% | -86.4% | +107.7% | -16.8% |
| 10Y | +105.2% | -99.5% | +204.7% | -42.7% |
| All | +4,379.6% | -100.0% | +4,479.6% | +304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling