+23.1%
SBUX vs REGN
+46.5%
-23.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.1% |
| 7D | -3.1% | +4.2% | -7.4% | -3.4% |
| 30D | -0.9% | +7.8% | -8.7% | -1.5% |
| 3M | +11.6% | +31.8% | -20.2% | +9.1% |
| 6M | +8.8% | +5.4% | +3.4% | +7.5% |
| YTD | +26.3% | +7.7% | +18.7% | +24.3% |
| 1Y | +23.1% | +46.7% | -23.5% | +20.2% |
| All | +23.1% | +46.5% | -23.3% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling