+3,759.3%
REGN vs STT
+6,279.9%
-2,520.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.2% | +1.0% | -6.2% | -5.5% |
| 30D | +0.1% | +2.8% | -2.7% | -0.9% |
| 3M | +31.2% | +18.1% | +13.1% | +24.3% |
| 6M | +3.6% | +59.2% | -55.6% | -10.8% |
| YTD | +5.0% | +51.5% | -46.4% | -8.3% |
| 1Y | +45.9% | +75.7% | -29.8% | +21.2% |
| 3Y | -1.9% | +200.8% | -202.6% | -31.9% |
| 5Y | +26.2% | +155.8% | -129.6% | -11.5% |
| 10Y | +112.1% | +266.4% | -154.3% | +20.3% |
| All | +3,759.3% | +6,279.9% | -2,520.7% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling