+29.8%
SNOW vs REGN
+37.1%
-7.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -7.5% | -6.0% | -1.6% | -6.6% |
| 30D | -1.3% | -0.4% | -1.0% | -1.4% |
| 3M | +37.4% | +32.0% | +5.4% | +31.2% |
| 6M | +88.1% | +3.0% | +85.0% | +87.0% |
| YTD | +50.3% | +3.2% | +47.1% | +49.1% |
| 1Y | +46.0% | +43.4% | +2.5% | +34.3% |
| 3Y | +98.7% | -3.6% | +102.3% | +99.7% |
| 5Y | +3.5% | +23.1% | -19.6% | -7.5% |
| All | +29.8% | +37.1% | -7.2% | +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 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