+63.6%
SLB vs REGN
+46.5%
+17.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.2% |
| 7D | +0.8% | +4.2% | -3.4% | +0.8% |
| 30D | +15.8% | +7.8% | +8.0% | +15.7% |
| 3M | -0.3% | +31.8% | -32.2% | -1.1% |
| 6M | +21.3% | +5.4% | +16.0% | +22.2% |
| YTD | +52.3% | +7.7% | +44.7% | +53.0% |
| 1Y | +63.6% | +46.7% | +16.9% | +63.4% |
| All | +63.6% | +46.5% | +17.1% | +63.4% |
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