+23.4%
REGN vs STZ
-37.6%
+61.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -5.6% | -4.5% | -1.1% | -4.6% |
| 30D | -2.0% | -8.6% | +6.6% | 0.0% |
| 3M | +28.0% | -13.8% | +41.7% | +32.1% |
| 6M | +1.2% | -17.2% | +18.3% | +5.1% |
| YTD | +1.6% | -9.4% | +11.0% | +2.2% |
| 1Y | +38.2% | -11.9% | +50.1% | +39.7% |
| 3Y | -5.4% | -49.6% | +44.2% | +11.0% |
| All | +23.4% | -37.6% | +61.0% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling