+3.7%
SO vs REGN
+45.3%
-41.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.4% |
| 7D | +1.7% | +14.4% | -12.7% | +0.7% |
| 30D | +11.1% | +28.1% | -17.0% | +9.3% |
| 3M | +0.7% | +22.5% | -21.8% | -0.8% |
| 6M | -1.4% | +31.6% | -33.0% | -3.8% |
| YTD | +9.4% | +21.0% | -11.6% | +6.9% |
| 1Y | +3.7% | +49.0% | -45.2% | -2.0% |
| All | +3.7% | +45.3% | -41.6% | -2.0% |
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