+339.6%
SLV vs REGN
+5,702.6%
-5,363.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +2.8% | -5.2% | +8.0% | +3.2% |
| 30D | +2.2% | +0.1% | +2.1% | +2.2% |
| 3M | +2.9% | +31.2% | -28.3% | +0.6% |
| 6M | -22.4% | +3.6% | -26.0% | -22.7% |
| YTD | -5.7% | +5.0% | -10.8% | -6.2% |
| 1Y | +63.3% | +45.9% | +17.4% | +58.0% |
| 3Y | +189.0% | -1.9% | +190.9% | +186.7% |
| 5Y | +172.7% | +26.2% | +146.5% | +163.5% |
| 10Y | +235.3% | +112.1% | +123.2% | +205.4% |
| All | +339.6% | +5,702.6% | -5,363.0% | +154.2% |
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