+2,273.4%
STM vs REGN
+21,008.6%
-18,735.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +5.2% | -1.6% | +6.8% | +5.5% |
| 30D | -7.4% | +3.4% | -10.8% | -8.0% |
| 3M | -30.6% | +32.7% | -63.3% | -34.3% |
| 6M | +66.4% | +6.9% | +59.5% | +63.6% |
| YTD | +101.1% | +5.4% | +95.8% | +98.2% |
| 1Y | +97.4% | +45.8% | +51.5% | +82.6% |
| 3Y | +21.1% | -1.5% | +22.7% | +19.5% |
| 5Y | +22.5% | +22.2% | +0.2% | +15.5% |
| 10Y | +657.6% | +103.6% | +554.0% | +540.8% |
| All | +2,273.4% | +21,008.6% | -18,735.1% | +620.0% |
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 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