+97.5%
REGN vs RCAT
-98.5%
+196.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -5.6% | -4.9% | -0.7% | -5.6% |
| 30D | -2.0% | -22.9% | +20.9% | -1.9% |
| 3M | +28.0% | -33.7% | +61.7% | +28.1% |
| 6M | +1.2% | -50.7% | +51.9% | +1.3% |
| YTD | +1.6% | +0.4% | +1.3% | +1.5% |
| 1Y | +38.2% | -27.6% | +65.9% | +38.1% |
| 3Y | -5.4% | +753.2% | -758.5% | -6.3% |
| 5Y | +21.3% | +183.3% | -162.0% | +20.2% |
| All | +97.5% | -98.5% | +196.0% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling