+178.2%
SOUN vs REGN
-4.3%
+182.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -7.1% | -5.6% | -1.5% | -5.0% |
| 30D | -15.4% | -2.0% | -13.5% | -14.8% |
| 3M | -10.6% | +28.0% | -38.5% | -19.2% |
| 6M | -19.6% | +1.2% | -20.8% | -20.1% |
| YTD | -37.2% | +1.6% | -38.8% | -37.9% |
| 1Y | -57.1% | +38.2% | -95.3% | -64.2% |
| 3Y | +178.2% | -5.4% | +183.6% | +203.7% |
| All | +178.2% | -4.3% | +182.5% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling