+14,460.3%
SHW vs REGN
+3,539.8%
+10,920.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | -4.5% | -6.0% | +1.5% | -4.0% |
| 30D | -12.7% | -0.4% | -12.3% | -12.7% |
| 3M | +4.7% | +32.0% | -27.3% | +2.6% |
| 6M | -3.4% | +3.0% | -6.5% | -3.7% |
| YTD | -1.3% | +3.2% | -4.5% | -1.7% |
| 1Y | -10.4% | +43.4% | -53.8% | -12.8% |
| 3Y | +20.1% | -3.6% | +23.7% | +19.5% |
| 5Y | +10.5% | +23.1% | -12.6% | +7.7% |
| 10Y | +280.3% | +108.3% | +172.0% | +254.8% |
| All | +14,460.3% | +3,539.8% | +10,920.6% | +9,283.8% |
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