+0.7%
SPGI vs REGN
+23.0%
-22.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -8.9% | -6.0% | -3.0% | -8.0% |
| 30D | +0.6% | -0.4% | +1.0% | +0.7% |
| 3M | +2.0% | +32.0% | -30.0% | -2.9% |
| 6M | +0.1% | +3.0% | -2.9% | -0.8% |
| YTD | -16.4% | +3.2% | -19.6% | -17.3% |
| 1Y | -18.9% | +43.4% | -62.4% | -25.0% |
| 3Y | +13.8% | -3.6% | +17.4% | +13.0% |
| All | +0.7% | +23.0% | -22.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling