+3,690.5%
REGN vs RGEN
+1,016.5%
+2,674.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -6.0% | -2.9% | -3.0% | -5.7% |
| 30D | -0.4% | -0.1% | -0.3% | -0.4% |
| 3M | +32.0% | +25.9% | +6.1% | +28.4% |
| 6M | +3.0% | +35.2% | -32.2% | -0.9% |
| YTD | +3.2% | +0.5% | +2.7% | +2.4% |
| 1Y | +43.4% | +37.0% | +6.5% | +37.3% |
| 3Y | -3.6% | +2.0% | -5.6% | -6.8% |
| 5Y | +23.1% | -44.2% | +67.3% | +24.0% |
| 10Y | +108.3% | +411.6% | -303.3% | +63.3% |
| All | +3,690.5% | +1,016.5% | +2,674.0% | +1,664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling