-3.9%
REGN vs RBA
+25.0%
-29.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -6.0% | -3.3% | -2.7% | -5.6% |
| 30D | -0.4% | -9.8% | +9.4% | +0.9% |
| 3M | +32.0% | -23.5% | +55.5% | +35.7% |
| 6M | +3.0% | -21.5% | +24.5% | +5.3% |
| YTD | +3.2% | -21.2% | +24.3% | +4.8% |
| 1Y | +43.4% | -30.2% | +73.7% | +48.8% |
| All | -3.9% | +25.0% | -29.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling