+1,048.0%
STX vs REGN
+21.2%
+1,026.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.4% |
| 7D | -2.3% | -5.6% | +3.3% | -1.0% |
| 30D | -5.5% | -2.0% | -3.5% | -5.3% |
| 3M | -4.3% | +28.0% | -32.3% | -11.0% |
| 6M | +115.6% | +1.2% | +114.5% | +113.9% |
| YTD | +202.2% | +1.6% | +200.6% | +199.1% |
| 1Y | +325.3% | +38.2% | +287.1% | +281.4% |
| 3Y | +1,283.9% | -5.4% | +1,289.3% | +1,261.5% |
| All | +1,048.0% | +21.2% | +1,026.9% | +889.5% |
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 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