+97.5%
REGN vs SYY
+116.5%
-19.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -5.6% | +3.9% | -9.5% | -6.1% |
| 30D | -2.0% | -1.7% | -0.2% | -1.7% |
| 3M | +28.0% | +5.2% | +22.8% | +27.1% |
| 6M | +1.2% | -0.2% | +1.3% | +0.9% |
| YTD | +1.6% | +15.4% | -13.7% | -0.6% |
| 1Y | +38.2% | +5.6% | +32.7% | +36.7% |
| 3Y | -5.4% | +28.9% | -34.2% | -8.7% |
| 5Y | +21.3% | +24.1% | -2.8% | +17.3% |
| All | +97.5% | +116.5% | -19.0% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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