+96.2%
SMH vs REGN
+46.5%
+49.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.7% |
| 7D | +2.5% | +4.2% | -1.7% | +2.4% |
| 30D | -0.5% | +7.8% | -8.3% | -0.8% |
| 3M | -9.6% | +31.8% | -41.4% | -10.8% |
| 6M | +42.1% | +5.4% | +36.7% | +43.3% |
| YTD | +57.4% | +7.7% | +49.8% | +58.7% |
| 1Y | +96.2% | +46.7% | +49.5% | +96.4% |
| All | +96.2% | +46.5% | +49.8% | +96.4% |
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 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