+97.5%
REGN vs RBA
+206.5%
-109.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -2.1% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -2.0% | -2.9% | +1.0% | -1.6% |
| 3M | +28.0% | -20.9% | +48.9% | +32.0% |
| 6M | +1.2% | -17.7% | +18.8% | +3.6% |
| YTD | +1.6% | -18.2% | +19.8% | +3.8% |
| 1Y | +38.2% | -29.1% | +67.3% | +44.5% |
| 3Y | -5.4% | +29.5% | -34.9% | -11.2% |
| 5Y | +21.3% | +40.2% | -19.0% | +10.1% |
| All | +97.5% | +206.5% | -109.0% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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