-7.9%
SHW vs REGN
+46.5%
-54.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -3.2% | +4.2% | -7.5% | -4.3% |
| 30D | -9.5% | +7.8% | -17.3% | -11.4% |
| 3M | +11.5% | +31.8% | -20.3% | +3.4% |
| 6M | -3.5% | +5.4% | -8.9% | -6.5% |
| YTD | +3.7% | +7.7% | -3.9% | -0.1% |
| 1Y | -7.9% | +46.7% | -54.6% | -17.7% |
| All | -7.9% | +46.5% | -54.4% | -17.7% |
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 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