+49.0%
REGN vs RCAT
-59.1%
+108.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.3% | +5.9% | -4.4% |
| 7D | +14.4% | -18.5% | +33.0% | +14.3% |
| 30D | +28.1% | -37.0% | +65.1% | +28.2% |
| 3M | +22.5% | -54.9% | +77.3% | +22.8% |
| 6M | +31.6% | -63.6% | +95.2% | +31.4% |
| YTD | +21.0% | -49.6% | +70.6% | +21.6% |
| 1Y | +49.0% | -57.8% | +106.8% | +49.8% |
| All | +49.0% | -59.1% | +108.1% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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