+333.1%
RCL vs REGN
+105.3%
+227.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -1.9% | -5.6% | +3.7% | -1.0% |
| 30D | -15.5% | -2.0% | -13.6% | -15.3% |
| 3M | -9.7% | +28.0% | -37.6% | -13.3% |
| 6M | -8.7% | +1.2% | -9.9% | -9.1% |
| YTD | -5.8% | +1.6% | -7.4% | -6.3% |
| 1Y | -24.5% | +38.2% | -62.7% | -28.4% |
| 3Y | +173.9% | -5.4% | +179.3% | +171.5% |
| 5Y | +228.0% | +21.3% | +206.7% | +210.6% |
| All | +333.1% | +105.3% | +227.8% | +268.5% |
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