-5.4%
REGN vs STZ
-49.6%
+44.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -5.6% | -4.5% | -1.1% | -4.7% |
| 30D | -2.0% | -8.6% | +6.6% | -0.2% |
| 3M | +28.0% | -13.8% | +41.7% | +31.7% |
| 6M | +1.2% | -17.2% | +18.3% | +4.8% |
| YTD | +1.6% | -9.4% | +11.0% | +1.7% |
| 1Y | +38.2% | -11.9% | +50.1% | +39.1% |
| 3Y | -5.4% | -49.6% | +44.2% | +7.0% |
| All | -5.4% | -49.6% | +44.2% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling