+3,050.4%
REGN vs STLA
+253.3%
+2,797.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.7% |
| 7D | -5.6% | -2.9% | -2.7% | -5.3% |
| 30D | -2.0% | +0.9% | -2.9% | -2.1% |
| 3M | +28.0% | -21.6% | +49.6% | +31.1% |
| 6M | +1.2% | -21.6% | +22.8% | +3.4% |
| YTD | +1.6% | -50.4% | +52.1% | +8.7% |
| 1Y | +38.2% | -43.6% | +81.8% | +45.2% |
| 3Y | -5.4% | -66.4% | +61.0% | +3.5% |
| 5Y | +21.3% | -62.3% | +83.6% | +29.3% |
| 10Y | +105.2% | +51.8% | +53.4% | +91.6% |
| All | +3,050.4% | +253.3% | +2,797.1% | +3,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling