+2,169.0%
SAP vs REGN
+6,693.9%
-4,524.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.3% | -5.2% | +4.9% | +0.5% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +16.9% | +31.2% | -14.3% | +12.2% |
| 6M | +6.3% | +3.6% | +2.7% | +5.4% |
| YTD | -12.4% | +5.0% | -17.4% | -13.5% |
| 1Y | -21.6% | +45.9% | -67.5% | -26.6% |
| 3Y | +54.8% | -1.9% | +56.6% | +51.8% |
| 5Y | +56.2% | +26.2% | +30.0% | +46.0% |
| 10Y | +179.0% | +112.1% | +67.0% | +134.7% |
| All | +2,169.0% | +6,693.9% | -4,524.9% | +703.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling