+177.8%
SE vs REGN
-4.3%
+182.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | -5.2% | -5.6% | +0.4% | -4.5% |
| 30D | -17.1% | -2.0% | -15.1% | -16.9% |
| 3M | +24.0% | +28.0% | -4.0% | +19.9% |
| 6M | +21.0% | +1.2% | +19.8% | +20.5% |
| YTD | -16.7% | +1.6% | -18.4% | -17.1% |
| 1Y | -45.9% | +38.2% | -84.2% | -48.6% |
| 3Y | +177.8% | -5.4% | +183.2% | +180.4% |
| All | +177.8% | -4.3% | +182.1% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling