+38.2%
REGN vs STLD
+82.8%
-44.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.6% | -0.9% | -4.6% | -5.4% |
| 30D | -2.0% | -8.9% | +6.9% | -0.5% |
| 3M | +28.0% | -14.0% | +42.0% | +31.8% |
| 6M | +1.2% | +30.8% | -29.7% | -7.1% |
| YTD | +1.6% | +42.3% | -40.6% | -8.4% |
| 1Y | +38.2% | +81.1% | -42.9% | +16.7% |
| All | +38.2% | +82.8% | -44.6% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling