+26.2%
REGN vs SUI
-33.5%
+59.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | 0.0% |
| 7D | -5.2% | -4.3% | -0.9% | -4.2% |
| 30D | +0.1% | -2.1% | +2.2% | +0.6% |
| 3M | +31.2% | -6.1% | +37.3% | +32.9% |
| 6M | +3.6% | -12.8% | +16.4% | +6.7% |
| YTD | +5.0% | -4.6% | +9.7% | +5.9% |
| 1Y | +45.9% | -7.7% | +53.6% | +48.1% |
| 3Y | -1.9% | +10.9% | -12.8% | -5.3% |
| 5Y | +26.2% | -32.4% | +58.6% | +34.1% |
| All | +26.2% | -33.5% | +59.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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