+572.5%
SNPS vs REGN
+105.3%
+467.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | +0.9% | -5.6% | +6.5% | +2.4% |
| 30D | -3.6% | -2.0% | -1.7% | -3.3% |
| 3M | -12.9% | +28.0% | -40.9% | -18.6% |
| 6M | -8.2% | +1.2% | -9.4% | -9.1% |
| YTD | -15.4% | +1.6% | -17.0% | -16.5% |
| 1Y | -9.3% | +38.2% | -47.5% | -18.3% |
| 3Y | -14.0% | -5.4% | -8.6% | -15.3% |
| 5Y | +19.5% | +21.3% | -1.8% | +6.7% |
| All | +572.5% | +105.3% | +467.2% | +409.9% |
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 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