+46.2%
SLB vs REGN
+45.3%
+0.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -1.1% |
| 7D | -4.1% | +14.4% | -18.5% | -4.0% |
| 30D | +2.5% | +28.1% | -25.6% | +2.5% |
| 3M | +2.0% | +22.5% | -20.5% | +2.0% |
| 6M | -6.3% | +31.6% | -37.9% | -6.3% |
| YTD | +36.5% | +21.0% | +15.5% | +38.2% |
| 1Y | +46.2% | +49.0% | -2.7% | +49.5% |
| All | +46.2% | +45.3% | +0.9% | +49.5% |
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