+46.6%
REGN vs SW
-2.6%
+49.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | -2.5% | +2.3% | -4.9% | -2.7% |
| 30D | +21.9% | +6.8% | +15.1% | +21.4% |
| 3M | +17.3% | -5.2% | +22.5% | +17.5% |
| 6M | +25.8% | +7.4% | +18.3% | +25.0% |
| YTD | +17.6% | +17.4% | +0.2% | +16.4% |
| 1Y | +40.5% | +27.1% | +13.4% | +38.7% |
| 3Y | +9.7% | +47.9% | -38.2% | +9.1% |
| All | +46.6% | -2.6% | +49.1% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling