+2,495.5%
SHEL vs REGN
+3,485.7%
-990.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +4.1% | -5.6% | +9.7% | +4.4% |
| 30D | +8.4% | -2.0% | +10.3% | +8.5% |
| 3M | +13.7% | +28.0% | -14.2% | +12.3% |
| 6M | +12.7% | +1.2% | +11.6% | +12.5% |
| YTD | +35.3% | +1.6% | +33.7% | +34.9% |
| 1Y | +39.4% | +38.2% | +1.1% | +36.7% |
| 3Y | +71.5% | -5.4% | +76.8% | +70.7% |
| 5Y | +195.0% | +21.3% | +173.7% | +189.0% |
| 10Y | +211.1% | +105.2% | +105.9% | +194.0% |
| All | +2,495.5% | +3,485.7% | -990.3% | +1,759.7% |
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 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