-14.4%
SMR vs REGN
+28.2%
-42.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.5% | -14.2% | -15.3% |
| 7D | -11.2% | -5.6% | -5.7% | -10.1% |
| 30D | -10.2% | -2.0% | -8.3% | -9.7% |
| 3M | -10.0% | +28.0% | -38.0% | -14.8% |
| 6M | -30.5% | +1.2% | -31.6% | -30.6% |
| YTD | -39.2% | +1.6% | -40.9% | -39.5% |
| 1Y | -75.5% | +38.2% | -113.8% | -77.1% |
| 3Y | +45.4% | -5.4% | +50.8% | +46.0% |
| All | -14.4% | +28.2% | -42.6% | -13.7% |
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 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