+233.5%
SPOT vs REGN
-4.3%
+237.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -3.1% | -5.6% | +2.5% | -2.7% |
| 30D | +7.4% | -2.0% | +9.3% | +7.6% |
| 3M | +8.2% | +28.0% | -19.8% | +7.1% |
| 6M | +2.2% | +1.2% | +1.1% | +2.2% |
| YTD | -9.5% | +1.6% | -11.1% | -9.6% |
| 1Y | -23.8% | +38.2% | -62.1% | -25.7% |
| 3Y | +233.5% | -5.4% | +238.8% | +225.1% |
| All | +233.5% | -4.3% | +237.8% | +225.1% |
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