+171.9%
SAP vs REGN
+105.3%
+66.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -4.1% | -5.6% | +1.5% | -3.1% |
| 30D | +1.1% | -2.0% | +3.0% | +1.4% |
| 3M | +26.1% | +28.0% | -1.8% | +20.8% |
| 6M | +9.8% | +1.2% | +8.6% | +9.1% |
| YTD | -13.6% | +1.6% | -15.2% | -14.4% |
| 1Y | -18.7% | +38.2% | -56.9% | -24.3% |
| 3Y | +54.1% | -5.4% | +59.5% | +52.6% |
| 5Y | +54.7% | +21.3% | +33.5% | +42.9% |
| All | +171.9% | +105.3% | +66.6% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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