+46.7%
REGN vs RBRK
+6.4%
+40.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -1.8% |
| 7D | +4.2% | +0.7% | +3.6% | +4.3% |
| 30D | +7.8% | +10.4% | -2.6% | +8.5% |
| 3M | +31.8% | +21.6% | +10.2% | +33.4% |
| 6M | +5.4% | +70.7% | -65.3% | +8.3% |
| YTD | +7.7% | +22.5% | -14.8% | +8.3% |
| 1Y | +46.7% | +8.2% | +38.4% | +47.2% |
| All | +46.7% | +6.4% | +40.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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 · 6 months rolling