+568.6%
SE vs REGN
+89.5%
+479.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.0% |
| 7D | -3.6% | -5.2% | +1.6% | -1.9% |
| 30D | -5.3% | +0.1% | -5.4% | -5.5% |
| 3M | +28.1% | +31.2% | -3.1% | +16.1% |
| 6M | +20.7% | +3.6% | +17.0% | +18.4% |
| YTD | -14.8% | +5.0% | -19.8% | -17.1% |
| 1Y | -43.6% | +45.9% | -89.4% | -52.0% |
| 3Y | +184.2% | -1.9% | +186.1% | +173.3% |
| 5Y | -66.3% | +26.2% | -92.5% | -71.6% |
| All | +568.6% | +89.5% | +479.1% | +313.8% |
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