+3,042.8%
SPY vs REGN
+5,943.4%
-2,900.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -2.0% | -6.0% | +4.0% | -1.4% |
| 30D | -1.7% | -0.4% | -1.3% | -1.6% |
| 3M | +4.7% | +32.0% | -27.3% | +1.9% |
| 6M | +12.5% | +3.0% | +9.5% | +11.9% |
| YTD | +11.7% | +3.2% | +8.6% | +11.1% |
| 1Y | +17.5% | +43.4% | -26.0% | +12.9% |
| 3Y | +76.6% | -3.6% | +80.2% | +75.1% |
| 5Y | +82.0% | +23.1% | +58.9% | +75.4% |
| 10Y | +317.1% | +108.3% | +208.8% | +277.3% |
| All | +3,042.8% | +5,943.4% | -2,900.6% | +1,682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling