+4,893.3%
SNPS vs REGN
+4,493.1%
+400.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -5.5% | -5.2% | -0.3% | -4.8% |
| 30D | -4.5% | +0.1% | -4.6% | -4.5% |
| 3M | -15.5% | +31.2% | -46.7% | -18.5% |
| 6M | -10.1% | +3.6% | -13.7% | -10.8% |
| YTD | -16.3% | +5.0% | -21.3% | -17.2% |
| 1Y | -34.9% | +45.9% | -80.8% | -38.5% |
| 3Y | -14.4% | -1.9% | -12.5% | -15.5% |
| 5Y | +17.9% | +26.2% | -8.3% | +11.9% |
| 10Y | +574.2% | +112.1% | +462.2% | +490.8% |
| All | +4,893.3% | +4,493.1% | +400.2% | +2,030.1% |
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