+34,236.3%
SCHW vs REGN
+3,485.7%
+30,750.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -1.9% | -5.6% | +3.7% | -1.0% |
| 30D | -1.6% | -2.0% | +0.3% | -1.4% |
| 3M | +21.3% | +28.0% | -6.7% | +16.4% |
| 6M | +16.5% | +1.2% | +15.3% | +15.8% |
| YTD | +8.4% | +1.6% | +6.8% | +7.5% |
| 1Y | +15.6% | +38.2% | -22.6% | +8.6% |
| 3Y | +86.8% | -5.4% | +92.2% | +83.9% |
| 5Y | +60.5% | +21.3% | +39.2% | +50.1% |
| 10Y | +297.7% | +105.2% | +192.5% | +229.2% |
| All | +34,236.3% | +3,485.7% | +30,750.6% | +10,350.2% |
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 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