+655.9%
STM vs REGN
+105.3%
+550.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | -1.4% | -5.6% | +4.2% | +0.5% |
| 30D | -4.9% | -2.0% | -3.0% | -4.5% |
| 3M | -34.0% | +28.0% | -61.9% | -39.9% |
| 6M | +51.8% | +1.2% | +50.7% | +49.8% |
| YTD | +99.4% | +1.6% | +97.7% | +96.3% |
| 1Y | +99.1% | +38.2% | +60.8% | +73.6% |
| 3Y | +19.5% | -5.4% | +24.8% | +17.2% |
| 5Y | +19.5% | +21.3% | -1.8% | +5.0% |
| All | +655.9% | +105.3% | +550.6% | +445.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling