+23.1%
REGN vs STLD
+284.4%
-261.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -6.0% | -3.6% | -2.3% | -5.4% |
| 30D | -0.4% | -10.1% | +9.7% | +1.3% |
| 3M | +32.0% | -11.4% | +43.5% | +34.3% |
| 6M | +3.0% | +30.8% | -27.8% | -2.4% |
| YTD | +3.2% | +40.7% | -37.5% | -3.7% |
| 1Y | +43.4% | +80.8% | -37.3% | +28.2% |
| 3Y | -3.6% | +140.2% | -143.8% | -19.0% |
| 5Y | +23.1% | +288.5% | -265.4% | -4.4% |
| All | +23.1% | +284.4% | -261.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling