-5.8%
SLB vs REGN
+105.3%
-111.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -2.5% | -5.6% | +3.1% | -1.7% |
| 30D | +7.1% | -2.0% | +9.1% | +7.4% |
| 3M | +0.6% | +28.0% | -27.3% | -3.4% |
| 6M | +17.6% | +1.2% | +16.4% | +17.0% |
| YTD | +48.5% | +1.6% | +46.8% | +47.4% |
| 1Y | +59.4% | +38.2% | +21.2% | +49.8% |
| 3Y | -0.4% | -5.4% | +5.0% | -2.0% |
| 5Y | +133.8% | +21.3% | +112.5% | +118.8% |
| All | -5.8% | +105.3% | -111.1% | -24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling