+49.0%
REGN vs STZ
+14.7%
+34.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -5.0% |
| 7D | +14.4% | +13.0% | +1.5% | +12.7% |
| 30D | +28.1% | +29.4% | -1.3% | +25.1% |
| 3M | +22.5% | +11.6% | +10.9% | +20.4% |
| 6M | +31.6% | -0.2% | +31.8% | +29.6% |
| YTD | +21.0% | +8.6% | +12.5% | +18.1% |
| 1Y | +49.0% | +15.9% | +33.0% | +42.5% |
| All | +49.0% | +14.7% | +34.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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