+327.2%
SMH vs REGN
+21.2%
+306.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +0.3% | -5.6% | +5.9% | +1.6% |
| 30D | -2.8% | -2.0% | -0.8% | -2.5% |
| 3M | -6.7% | +28.0% | -34.7% | -12.5% |
| 6M | +41.8% | +1.2% | +40.6% | +40.8% |
| YTD | +57.9% | +1.6% | +56.2% | +56.4% |
| 1Y | +87.6% | +38.2% | +49.4% | +69.6% |
| 3Y | +282.9% | -5.4% | +288.3% | +280.1% |
| All | +327.2% | +21.2% | +306.0% | +278.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling