+57.7%
REGN vs RACE
+640.3%
-582.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +3.4% | -1.5% | +5.0% | +3.7% |
| 3M | +32.7% | +15.5% | +17.2% | +28.1% |
| 6M | +6.9% | +17.3% | -10.4% | +2.6% |
| YTD | +5.4% | +11.1% | -5.7% | +2.0% |
| 1Y | +45.8% | -14.3% | +60.1% | +49.3% |
| 3Y | -1.5% | +40.2% | -41.7% | -12.7% |
| 5Y | +22.2% | +92.6% | -70.3% | -2.5% |
| 10Y | +103.6% | +786.6% | -683.0% | +2.0% |
| All | +57.7% | +640.3% | -582.5% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling