+52.8%
REGN vs RAM
-77.1%
+129.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.9% |
| 7D | +5.3% | +29.0% | -23.6% | +6.0% |
| 30D | +26.3% | -39.4% | +65.7% | +24.3% |
| 3M | +19.3% | -48.0% | +67.4% | +17.5% |
| All | +52.8% | -77.1% | +129.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling