-5.4%
REGN vs RIO
+88.2%
-93.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.6% | -3.2% | -2.4% | -4.8% |
| 30D | -2.0% | +0.9% | -2.9% | -2.2% |
| 3M | +28.0% | -1.4% | +29.4% | +28.3% |
| 6M | +1.2% | +10.9% | -9.8% | -2.5% |
| YTD | +1.6% | +31.2% | -29.6% | -6.8% |
| 1Y | +38.2% | +67.9% | -29.7% | +17.9% |
| 3Y | -5.4% | +88.8% | -94.2% | -23.1% |
| All | -5.4% | +88.2% | -93.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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