+1.4%
SLB vs REGN
-1.1%
+2.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | -5.2% | +3.4% | -1.1% |
| 30D | +7.8% | +0.1% | +7.7% | +7.7% |
| 3M | +2.7% | +31.2% | -28.5% | -1.9% |
| 6M | +22.2% | +3.6% | +18.6% | +21.5% |
| YTD | +51.1% | +5.0% | +46.0% | +49.6% |
| 1Y | +63.3% | +45.9% | +17.5% | +50.7% |
| All | +1.4% | -1.1% | +2.5% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling