-5.4%
REGN vs RGEN
+2.2%
-7.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -5.6% | -1.4% | -4.1% | -5.4% |
| 30D | -2.0% | -0.3% | -1.6% | -2.0% |
| 3M | +28.0% | +23.9% | +4.1% | +23.2% |
| 6M | +1.2% | +38.5% | -37.4% | -4.8% |
| YTD | +1.6% | +0.8% | +0.8% | +0.5% |
| 1Y | +38.2% | +38.2% | 0.0% | +28.8% |
| 3Y | -5.4% | +1.3% | -6.7% | -8.7% |
| All | -5.4% | +2.2% | -7.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling