+149.8%
REGN vs SW
+182.7%
-32.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -2.5% | +2.3% | -4.9% | -2.6% |
| 30D | +21.9% | +6.8% | +15.1% | +21.5% |
| 3M | +17.3% | -5.2% | +22.5% | +17.5% |
| 6M | +25.8% | +7.4% | +18.3% | +25.2% |
| YTD | +17.6% | +17.4% | +0.2% | +16.7% |
| 1Y | +40.5% | +27.1% | +13.4% | +39.1% |
| 3Y | +9.7% | +47.9% | -38.2% | +8.5% |
| 5Y | +49.3% | -2.6% | +51.8% | +48.4% |
| All | +149.8% | +182.7% | -32.8% | +159.4% |
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