+46.7%
REGN vs RACE
-16.2%
+62.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | +4.2% | -2.5% | +6.7% | +4.6% |
| 30D | +7.8% | +0.8% | +7.0% | +7.7% |
| 3M | +31.8% | +17.2% | +14.6% | +29.3% |
| 6M | +5.4% | +13.6% | -8.2% | +2.9% |
| YTD | +7.7% | +12.2% | -4.6% | +5.3% |
| 1Y | +46.7% | -16.3% | +62.9% | +47.4% |
| All | +46.7% | -16.2% | +62.9% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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