+29.6%
SNOW vs REGN
+35.1%
-5.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.4% | -5.6% | +3.2% | -1.6% |
| 30D | -1.0% | -2.0% | +1.0% | -0.8% |
| 3M | +36.9% | +28.0% | +8.9% | +31.3% |
| 6M | +83.4% | +1.2% | +82.2% | +82.8% |
| YTD | +50.0% | +1.6% | +48.3% | +49.1% |
| 1Y | +46.5% | +38.2% | +8.3% | +35.8% |
| 3Y | +93.3% | -5.4% | +98.7% | +94.9% |
| 5Y | +3.3% | +21.3% | -18.0% | -7.5% |
| All | +29.6% | +35.1% | -5.5% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling