+123.8%
STX vs REGN
+45.3%
+78.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.4% | -3.7% | -9.0% |
| 7D | -20.2% | +14.4% | -34.6% | -17.5% |
| 30D | -37.2% | +28.1% | -65.3% | -34.2% |
| 3M | -34.1% | +22.5% | -56.5% | -31.4% |
| 6M | -24.5% | +31.6% | -56.0% | -18.8% |
| YTD | +102.9% | +21.0% | +81.9% | +122.0% |
| 1Y | +123.8% | +49.0% | +74.8% | +150.4% |
| All | +123.8% | +45.3% | +78.5% | +150.4% |
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 · 6 months rolling