+7,690.1%
REGN vs STRL
+19,988.0%
-12,297.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.2% |
| 7D | -1.6% | +10.1% | -11.7% | -2.0% |
| 30D | +3.4% | -8.2% | +11.6% | +3.7% |
| 3M | +32.7% | -43.7% | +76.4% | +35.3% |
| 6M | +6.9% | +27.1% | -20.2% | +4.7% |
| YTD | +5.4% | +64.0% | -58.6% | +2.0% |
| 1Y | +45.8% | +75.2% | -29.3% | +40.3% |
| 3Y | -1.5% | +539.9% | -541.4% | -11.5% |
| 5Y | +22.2% | +2,133.0% | -2,110.8% | +3.8% |
| 10Y | +103.6% | +7,178.3% | -7,074.7% | +61.8% |
| All | +7,690.1% | +19,988.0% | -12,297.9% | +5,867.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling