+1,256.8%
SMH vs REGN
+3,071.3%
-1,814.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +0.3% | -5.6% | +5.9% | +1.5% |
| 30D | -2.8% | -2.0% | -0.8% | -2.5% |
| 3M | -6.7% | +28.0% | -34.7% | -12.0% |
| 6M | +41.8% | +1.2% | +40.6% | +40.5% |
| YTD | +57.9% | +1.6% | +56.2% | +56.1% |
| 1Y | +87.6% | +38.2% | +49.4% | +72.4% |
| 3Y | +282.9% | -5.4% | +288.3% | +276.9% |
| 5Y | +330.4% | +21.3% | +309.1% | +296.5% |
| 10Y | +1,857.0% | +105.2% | +1,751.8% | +1,462.5% |
| All | +1,256.8% | +3,071.3% | -1,814.5% | +285.3% |
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