+3,343.4%
STX vs REGN
+105.3%
+3,238.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -2.3% | -5.6% | +3.3% | -0.8% |
| 30D | -5.5% | -2.0% | -3.5% | -5.2% |
| 3M | -4.3% | +28.0% | -32.3% | -11.2% |
| 6M | +115.6% | +1.2% | +114.5% | +112.9% |
| YTD | +202.2% | +1.6% | +200.6% | +197.8% |
| 1Y | +325.3% | +38.2% | +287.1% | +281.4% |
| 3Y | +1,283.9% | -5.4% | +1,289.3% | +1,255.6% |
| 5Y | +1,048.3% | +21.3% | +1,027.0% | +931.4% |
| All | +3,343.4% | +105.3% | +3,238.1% | +2,516.5% |
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