+25.2%
REGN vs STT
+154.0%
-128.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -6.0% | -1.4% | -4.6% | -5.7% |
| 30D | -0.4% | +2.2% | -2.5% | -0.9% |
| 3M | +32.0% | +18.8% | +13.2% | +26.6% |
| 6M | +3.0% | +57.9% | -54.9% | -7.7% |
| YTD | +3.2% | +51.0% | -47.8% | -6.8% |
| 1Y | +43.4% | +77.1% | -33.7% | +24.6% |
| 3Y | -3.6% | +199.8% | -203.4% | -25.8% |
| All | +25.2% | +154.0% | -128.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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