+1,337.5%
STX vs REGN
-2.9%
+1,340.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | +8.0% | -6.0% | +13.9% | +9.1% |
| 30D | +5.1% | -0.4% | +5.4% | +4.9% |
| 3M | +5.8% | +32.0% | -26.2% | -1.2% |
| 6M | +124.9% | +3.0% | +121.9% | +124.1% |
| YTD | +213.9% | +3.2% | +210.7% | +212.3% |
| 1Y | +350.4% | +43.4% | +307.0% | +305.8% |
| All | +1,337.5% | -2.9% | +1,340.4% | +1,333.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling