+43.4%
SMH vs REGN
+45.3%
-1.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.6% | -3.1% |
| 7D | -11.2% | +14.4% | -25.6% | -9.8% |
| 30D | -20.4% | +28.1% | -48.6% | -19.3% |
| 3M | -12.4% | +22.5% | -34.9% | -11.1% |
| 6M | -0.5% | +31.6% | -32.1% | +2.1% |
| YTD | +40.0% | +21.0% | +19.0% | +44.7% |
| 1Y | +43.4% | +49.0% | -5.6% | +62.6% |
| All | +43.4% | +45.3% | -1.9% | +62.6% |
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 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