+774.6%
SLB vs REGN
+3,618.0%
-2,843.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +0.4% | -1.6% | +2.1% | +0.6% |
| 30D | +13.6% | +3.4% | +10.2% | +13.2% |
| 3M | +1.5% | +32.7% | -31.2% | -1.1% |
| 6M | +23.0% | +6.9% | +16.1% | +22.0% |
| YTD | +51.2% | +5.4% | +45.8% | +50.1% |
| 1Y | +63.5% | +45.8% | +17.6% | +57.3% |
| 3Y | +2.5% | -1.5% | +4.0% | +1.5% |
| 5Y | +139.2% | +22.2% | +117.0% | +131.0% |
| 10Y | -4.8% | +103.6% | -108.3% | -13.5% |
| All | +774.6% | +3,618.0% | -2,843.4% | +458.4% |
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 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