+5.2%
SSPC vs REGN
+51.9%
-46.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.4% | +12.2% | +8.7% |
| 7D | +11.8% | +14.4% | -2.6% | +7.0% |
| 30D | +44.8% | +28.1% | +16.7% | +41.2% |
| 3M | -40.7% | +22.5% | -63.2% | -41.1% |
| All | +5.2% | +51.9% | -46.7% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling