+7.0%
SHW vs REGN
+45.3%
-38.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.4% | +11.0% | +7.5% |
| 7D | +13.3% | +14.4% | -1.1% | +9.6% |
| 30D | +14.1% | +28.1% | -14.0% | +7.6% |
| 3M | +0.8% | +22.5% | -21.7% | -4.3% |
| 6M | +17.6% | +31.6% | -13.9% | +8.1% |
| YTD | +13.0% | +21.0% | -8.1% | +4.8% |
| 1Y | +7.0% | +49.0% | -42.0% | -1.5% |
| All | +7.0% | +45.3% | -38.3% | -1.5% |
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