-40.9%
SE vs REGN
+46.5%
-87.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -6.1% | +4.2% | -10.3% | -6.3% |
| 30D | -2.5% | +7.8% | -10.3% | -2.9% |
| 3M | +21.7% | +31.8% | -10.1% | +19.6% |
| 6M | +27.0% | +5.4% | +21.6% | +25.6% |
| YTD | -12.1% | +7.7% | -19.8% | -12.9% |
| 1Y | -40.9% | +46.7% | -87.6% | -41.5% |
| All | -40.9% | +46.5% | -87.4% | -41.5% |
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 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