+83.8%
SPYM vs REGN
+21.2%
+62.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -0.8% | -5.6% | +4.8% | +0.2% |
| 30D | -1.1% | -2.0% | +0.9% | -0.8% |
| 3M | +3.9% | +28.0% | -24.1% | -0.8% |
| 6M | +13.6% | +1.2% | +12.5% | +13.0% |
| YTD | +12.7% | +1.6% | +11.1% | +11.9% |
| 1Y | +17.6% | +38.2% | -20.7% | +9.3% |
| 3Y | +77.2% | -5.4% | +82.6% | +76.0% |
| All | +83.8% | +21.2% | +62.6% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling