-0.3%
SPOT vs REGN
+45.3%
-45.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.4% | +9.0% | +5.1% |
| 7D | +16.6% | +14.4% | +2.1% | +14.3% |
| 30D | +29.9% | +28.1% | +1.8% | +26.8% |
| 3M | +31.3% | +22.5% | +8.8% | +28.9% |
| 6M | +43.2% | +31.6% | +11.6% | +40.7% |
| YTD | +8.1% | +21.0% | -13.0% | +5.1% |
| 1Y | -0.3% | +49.0% | -49.3% | -6.2% |
| All | -0.3% | +45.3% | -45.6% | -6.2% |
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