-40.8%
SOFI vs REGN
+45.3%
-86.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.1% |
| 7D | +1.4% | +14.4% | -13.0% | -0.6% |
| 30D | +9.2% | +28.1% | -18.9% | +4.7% |
| 3M | -7.1% | +22.5% | -29.6% | -9.7% |
| 6M | +7.3% | +31.6% | -24.3% | +3.7% |
| YTD | -33.6% | +21.0% | -54.7% | -35.2% |
| 1Y | -40.8% | +49.0% | -89.8% | -38.9% |
| All | -40.8% | +45.3% | -86.1% | -38.9% |
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 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