-73.1%
SMR vs REGN
+46.5%
-119.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +4.4% | +4.2% | +0.2% | +2.9% |
| 30D | +3.4% | +7.8% | -4.4% | +0.9% |
| 3M | -19.2% | +31.8% | -51.0% | -26.3% |
| 6M | -22.6% | +5.4% | -28.0% | -23.3% |
| YTD | -31.5% | +7.7% | -39.2% | -32.5% |
| 1Y | -73.1% | +46.7% | -119.8% | -76.7% |
| All | -73.1% | +46.5% | -119.5% | -76.7% |
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