+10,680.5%
REGN vs RBA
+3,468.6%
+7,211.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -5.2% | -1.9% | -3.3% | -4.8% |
| 30D | +0.1% | -13.0% | +13.0% | +3.3% |
| 3M | +31.2% | -23.1% | +54.3% | +38.6% |
| 6M | +3.6% | -22.6% | +26.2% | +9.1% |
| YTD | +5.0% | -20.4% | +25.4% | +9.3% |
| 1Y | +45.9% | -29.6% | +75.5% | +56.2% |
| 3Y | -1.9% | +26.6% | -28.4% | -10.3% |
| 5Y | +26.2% | +38.2% | -12.0% | +9.6% |
| 10Y | +112.1% | +194.7% | -82.7% | +42.8% |
| All | +10,680.5% | +3,468.6% | +7,211.9% | +3,962.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling