+23.4%
REGN vs STLA
-62.8%
+86.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.8% |
| 7D | -5.6% | -2.9% | -2.7% | -5.2% |
| 30D | -2.0% | +0.9% | -2.9% | -2.2% |
| 3M | +28.0% | -21.6% | +49.6% | +32.3% |
| 6M | +1.2% | -21.6% | +22.8% | +4.2% |
| YTD | +1.6% | -50.4% | +52.1% | +11.7% |
| 1Y | +38.2% | -43.6% | +81.8% | +47.6% |
| 3Y | -5.4% | -66.4% | +61.0% | +6.4% |
| All | +23.4% | -62.8% | +86.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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