+4,904.7%
REGN vs STZ
+9,289.7%
-4,385.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.2% |
| 7D | -6.0% | -4.1% | -1.9% | -5.1% |
| 30D | -0.4% | -7.6% | +7.2% | +1.2% |
| 3M | +32.0% | -12.3% | +44.3% | +35.4% |
| 6M | +3.0% | -16.3% | +19.3% | +6.4% |
| YTD | +3.2% | -8.4% | +11.5% | +4.1% |
| 1Y | +43.4% | -10.8% | +54.3% | +45.3% |
| 3Y | -3.6% | -49.0% | +45.4% | +9.1% |
| 5Y | +23.1% | -36.5% | +59.6% | +32.2% |
| 10Y | +108.3% | -10.3% | +118.6% | +100.0% |
| All | +4,904.7% | +9,289.7% | -4,385.0% | +2,681.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling