+2,744.6%
REGN vs RCAT
-100.0%
+2,844.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.3% |
| 7D | -5.2% | -2.3% | -2.9% | -5.2% |
| 30D | +0.1% | -18.7% | +18.8% | +0.1% |
| 3M | +31.2% | -29.3% | +60.5% | +31.3% |
| 6M | +3.6% | -42.3% | +45.9% | +3.6% |
| YTD | +5.0% | +2.5% | +2.5% | +5.0% |
| 1Y | +45.9% | -5.7% | +51.6% | +45.8% |
| 3Y | -1.9% | +764.9% | -766.7% | -2.2% |
| 5Y | +26.2% | +182.3% | -156.1% | +25.8% |
| 10Y | +112.1% | -98.5% | +210.6% | +108.9% |
| All | +2,744.6% | -100.0% | +2,844.6% | +2,212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling