+130.7%
REGN vs SW
+182.3%
-51.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.5% | +4.8% |
| 7D | +3.1% | -2.6% | +5.7% | +3.2% |
| 30D | +25.8% | +7.2% | +18.6% | +25.4% |
| 3M | +20.5% | -10.5% | +31.0% | +21.0% |
| 6M | +35.0% | +9.9% | +25.1% | +34.3% |
| YTD | +24.8% | +17.2% | +7.5% | +23.8% |
| 1Y | +43.0% | +26.5% | +16.5% | +41.5% |
| 3Y | +21.2% | +47.7% | -26.4% | +20.0% |
| 5Y | +54.5% | +0.2% | +54.4% | +53.5% |
| 10Y | +130.7% | +182.3% | -51.6% | +131.9% |
| All | +130.7% | +182.3% | -51.6% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling