+28.3%
RDW vs REGN
+46.5%
-18.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | -3.1% | +4.2% | -7.3% | -3.3% |
| 30D | -1.8% | +7.8% | -9.6% | -2.1% |
| 3M | -50.9% | +31.8% | -82.7% | -51.4% |
| 6M | +13.5% | +5.4% | +8.1% | +13.8% |
| YTD | +38.6% | +7.7% | +30.9% | +39.6% |
| 1Y | +28.3% | +46.7% | -18.4% | +37.3% |
| All | +28.3% | +46.5% | -18.2% | +37.3% |
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