+77.2%
SPYM vs REGN
-4.3%
+81.6%
-18.7%
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% | +1.1% |
| 7D | -0.8% | -5.6% | +4.8% | 0.0% |
| 30D | -1.1% | -2.0% | +0.9% | -0.8% |
| 3M | +3.9% | +28.0% | -24.1% | +0.1% |
| 6M | +13.6% | +1.2% | +12.5% | +13.2% |
| YTD | +12.7% | +1.6% | +11.1% | +12.1% |
| 1Y | +17.6% | +38.2% | -20.7% | +10.8% |
| 3Y | +77.2% | -5.4% | +82.6% | +76.6% |
| All | +77.2% | -4.3% | +81.6% | +76.6% |
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 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