+314.7%
SPY vs REGN
+105.3%
+209.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | -0.8% | -5.6% | +4.8% | +0.4% |
| 30D | -1.1% | -2.0% | +0.9% | -0.7% |
| 3M | +3.9% | +28.0% | -24.1% | -1.6% |
| 6M | +13.6% | +1.2% | +12.5% | +12.8% |
| YTD | +12.7% | +1.6% | +11.0% | +11.6% |
| 1Y | +17.5% | +38.2% | -20.7% | +8.2% |
| 3Y | +76.9% | -5.4% | +82.3% | +74.4% |
| 5Y | +83.6% | +21.3% | +62.3% | +68.1% |
| All | +314.7% | +105.3% | +209.5% | +226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling