+2.0%
RDW vs REGN
+53.7%
-51.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | +0.9% | -5.6% | +6.4% | +2.1% |
| 30D | -21.3% | -2.0% | -19.3% | -21.0% |
| 3M | -37.9% | +28.0% | -65.8% | -41.7% |
| 6M | +12.3% | +1.2% | +11.1% | +11.4% |
| YTD | +39.7% | +1.6% | +38.1% | +38.4% |
| 1Y | +25.7% | +38.2% | -12.6% | +14.4% |
| 3Y | +230.8% | -5.4% | +236.2% | +225.7% |
| 5Y | -8.8% | +21.3% | -30.0% | -17.4% |
| All | +2.0% | +53.7% | -51.7% | -10.2% |
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