+17.7%
STM vs REGN
+23.2%
-5.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | -1.1% | -6.0% | +4.9% | +1.0% |
| 30D | -7.8% | -0.4% | -7.5% | -7.9% |
| 3M | -28.2% | +32.0% | -60.2% | -35.3% |
| 6M | +52.0% | +3.0% | +49.0% | +49.4% |
| YTD | +96.4% | +3.2% | +93.2% | +92.8% |
| 1Y | +98.8% | +43.4% | +55.4% | +70.3% |
| 3Y | +18.3% | -3.6% | +21.9% | +15.4% |
| 5Y | +17.7% | +23.1% | -5.4% | 0.0% |
| All | +17.7% | +23.2% | -5.5% | 0.0% |
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