-34.6%
SNPS vs REGN
+46.5%
-81.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.3% |
| 7D | -11.0% | +4.2% | -15.2% | -11.2% |
| 30D | -1.7% | +7.8% | -9.6% | -2.1% |
| 3M | -20.4% | +31.8% | -52.2% | -21.5% |
| 6M | -8.6% | +5.4% | -14.0% | -8.3% |
| YTD | -16.2% | +7.7% | -23.8% | -16.1% |
| 1Y | -34.6% | +46.7% | -81.2% | -37.9% |
| All | -34.6% | +46.5% | -81.0% | -37.9% |
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