+54.4%
SAP vs REGN
+23.2%
+31.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.3% |
| 7D | -5.1% | -6.0% | +0.8% | -4.4% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +20.9% | +32.0% | -11.1% | +16.9% |
| 6M | +7.0% | +3.0% | +4.0% | +6.3% |
| YTD | -13.7% | +3.2% | -16.9% | -14.5% |
| 1Y | -19.6% | +43.4% | -63.0% | -24.1% |
| 3Y | +52.4% | -3.6% | +56.0% | +53.3% |
| 5Y | +54.4% | +23.1% | +31.3% | +43.7% |
| All | +54.4% | +23.2% | +31.2% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling