+818.7%
SPYM vs REGN
+7,019.7%
-6,201.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -1.0% | -5.6% | +4.5% | -0.1% |
| 30D | -1.3% | -2.0% | +0.6% | -1.1% |
| 3M | +3.6% | +28.0% | -24.4% | -0.6% |
| 6M | +13.3% | +1.2% | +12.2% | +12.7% |
| YTD | +12.4% | +1.6% | +10.8% | +11.6% |
| 1Y | +17.3% | +38.2% | -21.0% | +10.4% |
| 3Y | +76.8% | -5.4% | +82.1% | +74.7% |
| 5Y | +83.6% | +21.3% | +62.4% | +72.7% |
| 10Y | +322.7% | +105.2% | +217.5% | +257.1% |
| All | +818.7% | +7,019.7% | -6,201.0% | +331.8% |
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