-5.1%
SNXX vs REGN
+18.9%
-24.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -3.0% | -40.1% | -44.2% |
| 7D | -66.8% | +10.3% | -77.1% | -63.9% |
| 30D | -79.7% | +22.2% | -101.9% | -77.5% |
| 3M | -72.8% | +17.6% | -90.5% | -70.0% |
| 6M | -84.7% | +28.9% | -113.6% | -80.8% |
| All | -5.1% | +18.9% | -24.0% | +38.3% |
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