+10.3%
SLV vs REGN
+45.3%
-35.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.4% | +9.6% | +5.8% |
| 7D | -3.9% | +14.4% | -18.3% | -6.4% |
| 30D | -14.5% | +28.1% | -42.6% | -19.4% |
| 3M | -12.4% | +22.5% | -34.9% | -16.3% |
| 6M | -28.5% | +31.6% | -60.1% | -32.8% |
| YTD | -26.8% | +21.0% | -47.8% | -29.3% |
| 1Y | +10.3% | +49.0% | -38.6% | +12.1% |
| All | +10.3% | +45.3% | -35.0% | +12.1% |
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