+12.7%
SHEL vs REGN
+1.9%
+10.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.7% |
| 7D | +4.1% | -5.6% | +9.7% | +3.7% |
| 30D | +8.4% | -2.0% | +10.3% | +8.2% |
| 3M | +13.7% | +28.0% | -14.2% | +17.9% |
| 6M | +12.7% | +1.2% | +11.6% | +11.7% |
| All | +12.7% | +1.9% | +10.8% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling