+49.0%
REGN vs STRL
-30.1%
+79.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.5% | +17.1% | -4.0% |
| 7D | +14.4% | -27.1% | +41.5% | +14.9% |
| 30D | +28.1% | -45.8% | +73.9% | +29.4% |
| 3M | +22.5% | -47.6% | +70.1% | +23.8% |
| 6M | +31.6% | -46.4% | +78.0% | +32.2% |
| YTD | +21.0% | -7.4% | +28.4% | +19.3% |
| 1Y | +49.0% | -25.9% | +74.8% | +46.5% |
| All | +49.0% | -30.1% | +79.1% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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