+23.4%
REGN vs SPY
+82.3%
-58.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.0% |
| 7D | -5.6% | -0.8% | -4.8% | -5.2% |
| 30D | -2.0% | -1.1% | -0.9% | -1.4% |
| 3M | +28.0% | +3.9% | +24.1% | +25.0% |
| 6M | +1.2% | +13.6% | -12.5% | -6.4% |
| YTD | +1.6% | +12.7% | -11.0% | -5.5% |
| 1Y | +38.2% | +17.5% | +20.7% | +25.2% |
| 3Y | -5.4% | +76.9% | -82.3% | -32.6% |
| All | +23.4% | +82.3% | -58.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling