+5,613.8%
SO vs REGN
+3,605.8%
+2,008.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | 0.0% | -5.2% | +5.2% | +0.2% |
| 30D | -2.5% | +0.1% | -2.6% | -2.5% |
| 3M | -4.2% | +31.2% | -35.4% | -5.0% |
| 6M | -7.7% | +3.6% | -11.3% | -7.8% |
| YTD | +3.8% | +5.0% | -1.2% | +3.5% |
| 1Y | +0.1% | +45.9% | -45.8% | -1.3% |
| 3Y | +44.2% | -1.9% | +46.1% | +43.7% |
| 5Y | +57.9% | +26.2% | +31.7% | +55.7% |
| 10Y | +162.0% | +112.1% | +49.9% | +153.2% |
| All | +5,613.8% | +3,605.8% | +2,008.0% | +4,841.8% |
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