+25.2%
REGN vs STRL
+2,035.9%
-2,010.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | -6.0% | +5.4% | -11.4% | -6.2% |
| 30D | -0.4% | -9.0% | +8.6% | +0.1% |
| 3M | +32.0% | -37.1% | +69.1% | +34.6% |
| 6M | +3.0% | +17.8% | -14.8% | -0.3% |
| YTD | +3.2% | +58.3% | -55.2% | -2.3% |
| 1Y | +43.4% | +61.0% | -17.6% | +34.6% |
| 3Y | -3.6% | +517.8% | -521.4% | -24.2% |
| All | +25.2% | +2,035.9% | -2,010.7% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling