+49.0%
REGN vs RJF
+7.8%
+41.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.7% | -4.9% |
| 7D | +14.4% | +7.2% | +7.3% | +13.2% |
| 30D | +28.1% | +4.9% | +23.2% | +27.2% |
| 3M | +22.5% | -5.5% | +28.0% | +24.1% |
| 6M | +31.6% | +8.0% | +23.6% | +29.8% |
| YTD | +21.0% | +6.2% | +14.9% | +21.3% |
| 1Y | +49.0% | +7.8% | +41.2% | +50.8% |
| All | +49.0% | +7.8% | +41.1% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling