-5.4%
REGN vs SYY
+29.1%
-34.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.6% | +3.9% | -9.5% | -6.5% |
| 30D | -2.0% | -1.7% | -0.2% | -1.6% |
| 3M | +28.0% | +5.2% | +22.8% | +26.4% |
| 6M | +1.2% | -0.2% | +1.3% | +0.8% |
| YTD | +1.6% | +15.4% | -13.7% | -3.3% |
| 1Y | +38.2% | +5.6% | +32.7% | +35.3% |
| 3Y | -5.4% | +28.9% | -34.2% | -11.8% |
| All | -5.4% | +29.1% | -34.5% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling